+3,427.6%
SO vs CB
+7,167.0%
-3,739.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +0.4% | +2.6% | -2.2% | -0.1% |
| 30D | +9.2% | +11.2% | -2.0% | +7.0% |
| 3M | +1.1% | +5.7% | -4.6% | 0.0% |
| 6M | -1.1% | +15.9% | -17.0% | -3.9% |
| YTD | +9.7% | +20.2% | -10.5% | +5.7% |
| 1Y | +5.5% | +32.4% | -26.9% | -0.2% |
| 3Y | +47.0% | +75.5% | -28.5% | +31.5% |
| 5Y | +77.6% | +105.5% | -27.9% | +53.4% |
| 10Y | +181.0% | +258.5% | -77.5% | +118.0% |
| All | +3,427.6% | +7,167.0% | -3,739.3% | +1,888.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling