+155.9%
SO vs CPB
-45.7%
+201.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.5% |
| 7D | +1.0% | -8.2% | +9.2% | +3.3% |
| 30D | -3.2% | -5.6% | +2.4% | -1.9% |
| 3M | -1.7% | +3.0% | -4.7% | -3.0% |
| 6M | -7.2% | -12.7% | +5.5% | -4.3% |
| YTD | +4.6% | -18.0% | +22.5% | +9.4% |
| 1Y | +1.2% | -31.7% | +32.9% | +11.5% |
| 3Y | +45.3% | -41.0% | +86.2% | +65.6% |
| 5Y | +58.7% | -38.4% | +97.1% | +77.2% |
| 10Y | +155.9% | -45.0% | +200.8% | +186.2% |
| All | +155.9% | -45.7% | +201.5% | +186.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling