+139.0%
SN vs CPB
-21.8%
+160.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +7.6% | +2.9% | +4.7% | +6.8% |
| 30D | +22.4% | +17.6% | +4.9% | +18.3% |
| 3M | +21.7% | +2.0% | +19.6% | +20.5% |
| 6M | +102.8% | +11.6% | +91.2% | +98.0% |
| YTD | +102.4% | -13.8% | +116.2% | +101.1% |
| 1Y | +139.0% | -21.6% | +160.5% | +137.6% |
| All | +139.0% | -21.8% | +160.8% | +137.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling