+134.3%
SN vs CPB
-25.8%
+160.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.7% |
| 7D | +1.4% | -5.8% | +7.2% | +2.8% |
| 30D | +16.6% | +16.5% | +0.1% | +12.7% |
| 3M | +18.3% | -1.1% | +19.4% | +18.0% |
| 6M | +103.1% | +11.5% | +91.6% | +98.2% |
| YTD | +96.7% | -15.7% | +112.5% | +98.3% |
| 1Y | +134.3% | -24.7% | +159.0% | +141.1% |
| All | +134.3% | -25.8% | +160.2% | +141.1% |
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