+6,268.1%
SO vs CPB
+360.6%
+5,907.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -1.5% | +8.0% | -9.4% | -3.5% |
| 30D | +8.1% | +22.4% | -14.3% | +2.4% |
| 3M | +0.2% | +2.5% | -2.3% | -0.9% |
| 6M | +0.4% | +12.2% | -11.8% | -3.4% |
| YTD | +8.5% | -12.8% | +21.3% | +11.0% |
| 1Y | +4.9% | -19.2% | +24.1% | +9.4% |
| 3Y | +47.9% | -35.6% | +83.5% | +62.1% |
| 5Y | +75.7% | -31.4% | +107.1% | +88.2% |
| 10Y | +178.0% | -37.9% | +215.9% | +196.6% |
| All | +6,268.1% | +360.6% | +5,907.5% | +3,890.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling