+246.7%
CB vs SPMO
+449.2%
-202.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | +0.7% | -2.6% | +3.3% | +1.6% |
| 30D | +8.2% | -14.2% | +22.4% | +15.0% |
| 3M | +6.3% | -12.7% | +19.0% | +11.8% |
| 6M | +16.2% | -9.6% | +25.8% | +17.7% |
| YTD | +19.3% | +9.3% | +10.0% | +8.5% |
| 1Y | +29.2% | +8.2% | +21.0% | +17.9% |
| 3Y | +71.4% | +119.4% | -47.9% | -3.1% |
| 5Y | +104.2% | +112.5% | -8.2% | +17.0% |
| 10Y | +246.7% | +449.2% | -202.6% | +19.1% |
| All | +246.7% | +449.2% | -202.6% | +19.1% |
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