+450.0%
SN vs CPB
-35.1%
+485.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.3% | +2.5% |
| 7D | +1.5% | -1.6% | +3.1% | +1.7% |
| 30D | +21.5% | +19.2% | +2.3% | +19.4% |
| 3M | +20.0% | -0.9% | +21.0% | +19.7% |
| 6M | +119.9% | +15.2% | +104.7% | +117.4% |
| YTD | +102.3% | -13.1% | +115.4% | +100.8% |
| 1Y | +148.0% | -22.4% | +170.4% | +146.0% |
| 3Y | +450.0% | -35.3% | +485.3% | +445.7% |
| All | +450.0% | -35.1% | +485.1% | +445.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling