+398.8%
SN vs CPB
-36.0%
+434.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.8% |
| 7D | +7.2% | +8.0% | -0.8% | +6.3% |
| 30D | +20.4% | +22.4% | -2.0% | +18.0% |
| 3M | +23.9% | +2.5% | +21.4% | +23.2% |
| 6M | +93.0% | +12.2% | +80.8% | +90.9% |
| YTD | +99.2% | -12.8% | +112.1% | +97.7% |
| 1Y | +142.6% | -19.2% | +161.8% | +140.6% |
| 3Y | +398.8% | -35.6% | +434.4% | +390.9% |
| All | +398.8% | -36.0% | +434.8% | +390.9% |
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