+71.6%
CB vs SPMO
+122.4%
-50.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -0.1% |
| 7D | -1.5% | -1.9% | +0.4% | -1.6% |
| 30D | +6.5% | -14.1% | +20.6% | +5.3% |
| 3M | +4.1% | -13.1% | +17.2% | +3.0% |
| 6M | +14.4% | -9.4% | +23.8% | +12.8% |
| YTD | +17.5% | +9.5% | +8.0% | +14.4% |
| 1Y | +27.5% | +10.5% | +17.0% | +24.0% |
| 3Y | +71.6% | +124.4% | -52.8% | +46.5% |
| All | +71.6% | +122.4% | -50.8% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling