+194.9%
SO vs CB
+246.9%
-52.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.6% |
| 7D | -0.1% | +0.7% | -0.8% | -0.4% |
| 30D | +8.7% | +8.2% | +0.5% | +5.1% |
| 3M | +3.4% | +6.3% | -2.9% | +0.7% |
| 6M | +3.7% | +16.2% | -12.5% | -2.9% |
| YTD | +10.0% | +19.3% | -9.3% | +1.5% |
| 1Y | +6.6% | +29.2% | -22.6% | -5.0% |
| 3Y | +52.5% | +71.4% | -19.0% | +19.1% |
| 5Y | +76.1% | +104.2% | -28.2% | +24.6% |
| 10Y | +194.9% | +246.7% | -51.8% | +58.9% |
| All | +194.9% | +246.9% | -52.0% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling