-2.3%
SW vs CPB
-39.5%
+37.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.6% | +1.5% |
| 7D | -5.1% | -8.6% | +3.5% | -4.6% |
| 30D | -4.6% | -7.2% | +2.7% | -4.2% |
| 3M | +9.4% | +0.9% | +8.5% | +9.4% |
| 6M | +3.5% | -11.8% | +15.3% | +3.8% |
| YTD | +22.0% | -19.4% | +41.4% | +22.5% |
| 1Y | +2.2% | -30.4% | +32.6% | +2.2% |
| 3Y | +19.6% | -40.2% | +59.7% | +18.3% |
| All | -2.3% | -39.5% | +37.2% | -4.5% |
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