+311.1%
SPOT vs CB
+224.4%
+86.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.1% |
| 7D | +1.6% | +2.9% | -1.3% | +0.9% |
| 30D | +16.9% | +7.3% | +9.6% | +15.0% |
| 3M | +23.0% | +9.4% | +13.6% | +20.5% |
| 6M | +42.2% | +19.6% | +22.5% | +36.5% |
| YTD | +5.5% | +21.5% | -16.0% | +0.6% |
| 1Y | -5.1% | +28.0% | -33.1% | -10.6% |
| 3Y | +257.9% | +74.9% | +183.0% | +208.9% |
| 5Y | +118.4% | +108.1% | +10.2% | +79.3% |
| All | +311.1% | +224.4% | +86.7% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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