+111.7%
SPOT vs CPB
-38.5%
+150.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.3% |
| 7D | -2.9% | -8.2% | +5.4% | -4.1% |
| 30D | +8.3% | -5.6% | +13.9% | +7.4% |
| 3M | +5.1% | +3.0% | +2.1% | +5.9% |
| 6M | -6.5% | -12.7% | +6.2% | -9.2% |
| YTD | -9.0% | -18.0% | +9.0% | -12.7% |
| 1Y | -26.4% | -31.7% | +5.3% | -32.4% |
| 3Y | +240.0% | -41.0% | +281.0% | +205.4% |
| 5Y | +111.7% | -38.4% | +150.1% | +101.9% |
| All | +111.7% | -38.5% | +150.2% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling