+449.1%
SN vs CPB
-44.1%
+493.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +3.5% | -4.1% | +7.6% | +4.0% |
| 30D | +19.4% | +16.9% | +2.5% | +17.5% |
| 3M | +20.9% | -0.6% | +21.5% | +20.6% |
| 6M | +111.1% | +11.4% | +99.7% | +109.0% |
| YTD | +102.8% | -14.8% | +117.6% | +102.4% |
| 1Y | +146.2% | -24.8% | +170.9% | +146.2% |
| 3Y | +441.4% | -36.6% | +478.0% | +425.3% |
| All | +449.1% | -44.1% | +493.2% | +466.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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