+78.7%
SO vs CB
+107.6%
-28.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | +1.4% | +2.9% | -1.6% | +0.4% |
| 30D | +4.7% | +7.3% | -2.6% | +2.3% |
| 3M | +1.7% | +9.4% | -7.7% | -1.3% |
| 6M | +2.2% | +19.6% | -17.5% | -3.7% |
| YTD | +10.0% | +21.5% | -11.5% | +2.9% |
| 1Y | +6.0% | +28.0% | -22.0% | -2.4% |
| 3Y | +54.1% | +74.9% | -20.8% | +28.8% |
| All | +78.7% | +107.6% | -28.8% | +40.6% |
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