+455.3%
SN vs CPB
-42.7%
+498.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.1% |
| 7D | +7.6% | +3.3% | +4.4% | +7.2% |
| 30D | +24.1% | +19.0% | +5.1% | +21.8% |
| 3M | +23.7% | +0.4% | +23.3% | +23.2% |
| 6M | +105.5% | +13.0% | +92.6% | +103.0% |
| YTD | +105.1% | -12.7% | +117.8% | +104.1% |
| 1Y | +148.3% | -20.9% | +169.2% | +147.5% |
| 3Y | +438.7% | -35.4% | +474.1% | +421.9% |
| All | +455.3% | -42.7% | +498.0% | +471.6% |
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