+505.5%
SPMO vs CPB
-37.3%
+542.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +9.8% | -5.8% | +15.6% | +10.2% |
| 30D | -9.2% | +16.5% | -25.7% | -10.2% |
| 3M | -11.0% | -1.1% | -9.9% | -11.0% |
| 6M | -6.6% | +11.5% | -18.1% | -7.9% |
| YTD | +13.3% | -15.7% | +29.1% | +14.8% |
| 1Y | +12.7% | -24.7% | +37.3% | +15.5% |
| 3Y | +127.5% | -37.3% | +164.8% | +135.1% |
| 5Y | +117.4% | -35.0% | +152.4% | +122.4% |
| 10Y | +469.5% | -41.0% | +510.5% | +484.1% |
| All | +505.5% | -37.3% | +542.7% | +510.6% |
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