+320.3%
CB vs SPMO
+504.7%
-184.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -1.2% |
| 7D | -1.0% | +1.8% | -2.8% | -2.0% |
| 30D | +7.3% | -10.0% | +17.3% | +11.7% |
| 3M | +7.0% | -9.4% | +16.4% | +10.7% |
| 6M | +16.3% | -7.7% | +24.0% | +17.0% |
| YTD | +19.7% | +13.3% | +6.4% | +7.5% |
| 1Y | +27.8% | +12.7% | +15.1% | +14.9% |
| 3Y | +72.0% | +127.5% | -55.5% | -2.8% |
| 5Y | +104.9% | +119.7% | -14.8% | +17.6% |
| 10Y | +246.7% | +469.5% | -222.7% | +23.3% |
| All | +320.3% | +504.7% | -184.4% | +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 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