+576.6%
SPMO vs CPB
-38.9%
+615.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.4% |
| 7D | +3.4% | -8.2% | +11.6% | +4.0% |
| 30D | +0.5% | -5.6% | +6.1% | +0.9% |
| 3M | +1.9% | +3.0% | -1.1% | +1.3% |
| 6M | +27.8% | -12.7% | +40.5% | +29.1% |
| YTD | +26.7% | -18.0% | +44.6% | +28.6% |
| 1Y | +28.9% | -31.7% | +60.6% | +33.4% |
| 3Y | +160.7% | -41.0% | +201.6% | +171.3% |
| 5Y | +150.2% | -38.4% | +188.6% | +157.5% |
| 10Y | +517.5% | -45.0% | +562.5% | +536.5% |
| All | +576.6% | -38.9% | +615.5% | +584.0% |
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