+59.8%
SO vs CB
+99.7%
-39.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.1% |
| 7D | -0.2% | +0.5% | -0.6% | -0.3% |
| 30D | -4.6% | -3.1% | -1.5% | -3.7% |
| 3M | -3.0% | +9.0% | -12.0% | -5.8% |
| 6M | -8.3% | +2.9% | -11.1% | -9.3% |
| YTD | +3.5% | +10.1% | -6.6% | +0.1% |
| 1Y | -0.9% | +22.8% | -23.7% | -7.6% |
| 3Y | +45.4% | +73.8% | -28.4% | +22.3% |
| All | +59.8% | +99.7% | -39.9% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling