+117.3%
SPOT vs CB
+101.8%
+15.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.2% | -2.7% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | +12.5% | -3.1% | +15.6% | +13.4% |
| 3M | +9.9% | +9.0% | +0.9% | +7.6% |
| 6M | +1.6% | +2.9% | -1.3% | +0.8% |
| YTD | -6.6% | +10.1% | -16.7% | -9.1% |
| 1Y | -22.9% | +22.8% | -45.7% | -27.4% |
| 3Y | +244.3% | +73.8% | +170.5% | +179.9% |
| All | +117.3% | +101.8% | +15.5% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling