+460.5%
SPMO vs CPB
-38.9%
+499.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.7% | -1.8% |
| 7D | +6.3% | -1.6% | +7.9% | +6.4% |
| 30D | -8.9% | +19.2% | -28.1% | -10.0% |
| 3M | -13.2% | -0.9% | -12.3% | -13.2% |
| 6M | -9.3% | +15.2% | -24.5% | -10.7% |
| YTD | +11.6% | -13.1% | +24.6% | +12.8% |
| 1Y | +13.4% | -22.4% | +35.8% | +16.2% |
| 3Y | +122.9% | -35.3% | +158.2% | +130.2% |
| 5Y | +113.9% | -33.0% | +146.9% | +118.5% |
| All | +460.5% | -38.9% | +499.4% | +472.2% |
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