+240.0%
SPOT vs CPB
-40.5%
+280.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.3% |
| 7D | -2.9% | -8.2% | +5.4% | -3.9% |
| 30D | +8.3% | -5.6% | +13.9% | +7.5% |
| 3M | +5.1% | +3.0% | +2.1% | +6.0% |
| 6M | -6.5% | -12.7% | +6.2% | -9.5% |
| YTD | -9.0% | -18.0% | +9.0% | -13.1% |
| 1Y | -26.4% | -31.7% | +5.3% | -33.3% |
| 3Y | +240.0% | -41.0% | +281.0% | +208.0% |
| All | +240.0% | -40.5% | +280.5% | +208.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling