-27.3%
SPOT vs CB
+22.9%
-50.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -6.5% | -0.5% | -6.0% | -6.4% |
| 30D | +2.2% | -3.1% | +5.3% | +2.4% |
| 3M | +5.4% | +4.2% | +1.2% | +6.6% |
| 6M | -4.0% | +4.7% | -8.7% | -2.8% |
| YTD | -9.9% | +8.8% | -18.8% | -7.6% |
| 1Y | -27.3% | +22.6% | -49.9% | -22.2% |
| All | -27.3% | +22.9% | -50.2% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling