+59.8%
SO vs CPB
-39.5%
+99.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | +0.1% |
| 7D | -0.2% | -8.6% | +8.4% | +2.1% |
| 30D | -4.6% | -7.2% | +2.7% | -2.9% |
| 3M | -3.0% | +0.9% | -3.9% | -3.8% |
| 6M | -8.3% | -11.8% | +3.6% | -5.7% |
| YTD | +3.5% | -19.4% | +22.9% | +8.9% |
| 1Y | -0.9% | -30.4% | +29.5% | +8.7% |
| 3Y | +45.4% | -40.2% | +85.5% | +66.1% |
| All | +59.8% | -39.5% | +99.3% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling