+218.3%
CB vs SPMO
+525.9%
-307.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -0.5% | +2.7% | -3.2% | -1.7% |
| 30D | -3.1% | +1.1% | -4.1% | -3.7% |
| 3M | +4.2% | +2.0% | +2.1% | +1.5% |
| 6M | +4.7% | +26.5% | -21.8% | -9.7% |
| YTD | +8.8% | +26.5% | -17.7% | -6.4% |
| 1Y | +22.6% | +27.9% | -5.3% | +4.4% |
| 3Y | +70.6% | +160.4% | -89.8% | -10.5% |
| 5Y | +99.4% | +151.5% | -52.1% | +6.5% |
| All | +218.3% | +525.9% | -307.6% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling