+148.0%
SN vs CPB
-22.0%
+170.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.3% | +2.1% |
| 7D | +1.5% | -1.6% | +3.1% | +1.9% |
| 30D | +21.5% | +19.2% | +2.3% | +16.8% |
| 3M | +20.0% | -0.9% | +21.0% | +19.7% |
| 6M | +119.9% | +15.2% | +104.7% | +112.9% |
| YTD | +102.3% | -13.1% | +115.4% | +102.8% |
| 1Y | +148.0% | -22.4% | +170.4% | +153.5% |
| All | +148.0% | -22.0% | +170.0% | +153.5% |
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