+97.4%
CB vs SPMO
+149.9%
-52.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.6% |
| 7D | -0.6% | +3.4% | -4.0% | -1.3% |
| 30D | -3.9% | +0.5% | -4.4% | -4.1% |
| 3M | +4.9% | +1.9% | +3.0% | +3.5% |
| 6M | +3.3% | +27.8% | -24.6% | -6.3% |
| YTD | +8.5% | +26.7% | -18.1% | -1.4% |
| 1Y | +22.1% | +28.9% | -6.8% | +9.8% |
| 3Y | +70.1% | +160.7% | -90.5% | -1.4% |
| 5Y | +97.4% | +150.2% | -52.8% | +17.0% |
| All | +97.4% | +149.9% | -52.5% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling