+251.7%
CB vs SPMO
+460.5%
-208.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.7% |
| 7D | +2.9% | +6.3% | -3.4% | +0.2% |
| 30D | +7.3% | -8.9% | +16.2% | +11.1% |
| 3M | +9.4% | -13.2% | +22.6% | +15.4% |
| 6M | +19.6% | -9.3% | +28.9% | +21.2% |
| YTD | +21.5% | +11.6% | +9.9% | +9.5% |
| 1Y | +28.0% | +13.4% | +14.6% | +14.1% |
| 3Y | +74.9% | +122.9% | -48.0% | -1.8% |
| 5Y | +108.1% | +113.9% | -5.8% | +19.3% |
| All | +251.7% | +460.5% | -208.9% | +19.9% |
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