-9.3%
SSPC vs CB
+12.2%
-21.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -0.4% | -11.5% | -11.2% |
| 7D | -13.9% | -1.5% | -12.4% | -11.4% |
| 30D | +14.3% | +6.5% | +7.8% | +8.0% |
| 3M | -35.2% | +4.1% | -39.3% | -37.3% |
| All | -9.3% | +12.2% | -21.5% | -15.9% |
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 · Available span rolling