+286.5%
CB vs SPMO
+572.4%
-285.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.6% |
| 7D | +0.5% | +2.0% | -1.5% | -0.4% |
| 30D | -3.1% | -0.4% | -2.7% | -3.1% |
| 3M | +9.0% | -1.9% | +10.8% | +8.0% |
| 6M | +2.9% | +25.0% | -22.2% | -10.5% |
| YTD | +10.1% | +26.0% | -15.9% | -4.9% |
| 1Y | +22.8% | +28.7% | -5.9% | +4.5% |
| 3Y | +73.8% | +160.9% | -87.1% | -7.5% |
| 5Y | +99.2% | +147.9% | -48.7% | +8.9% |
| 10Y | +218.2% | +518.9% | -300.7% | +9.4% |
| All | +286.5% | +572.4% | -285.9% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling