+11.5%
SPMO vs CPB
-18.4%
+29.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.9% | -6.8% | +0.7% |
| 7D | -8.9% | +13.0% | -21.8% | -5.9% |
| 30D | -13.8% | +20.5% | -34.3% | -9.4% |
| 3M | -12.5% | +2.2% | -14.7% | -11.2% |
| 6M | -1.5% | +15.4% | -16.9% | +2.6% |
| YTD | +11.3% | -12.3% | +23.6% | +12.5% |
| 1Y | +11.5% | -18.0% | +29.4% | +11.8% |
| All | +11.5% | -18.4% | +29.9% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling