+5,976.4%
SO vs CPB
+325.7%
+5,650.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 6M | -8.3% | -11.8% | +3.6% | -5.9% |
| YTD | +3.5% | -19.4% | +22.9% | +8.4% |
| 1Y | -0.9% | -30.4% | +29.5% | +7.6% |
| 3Y | +45.4% | -40.2% | +85.5% | +62.9% |
| 5Y | +59.6% | -39.5% | +99.1% | +77.1% |
| 10Y | +156.6% | -47.4% | +204.0% | +186.5% |
| All | +5,976.4% | +325.7% | +5,650.6% | +3,797.2% |
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 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