-0.1%
SW vs CPB
-32.4%
+32.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.9% | -1.8% | +3.7% |
| 7D | +12.1% | +13.0% | -0.9% | +11.1% |
| 30D | +6.6% | +20.5% | -14.0% | +5.3% |
| 3M | -6.0% | +2.2% | -8.2% | -6.3% |
| 6M | +21.5% | +15.4% | +6.1% | +20.5% |
| YTD | +20.3% | -12.3% | +32.7% | +19.9% |
| 1Y | +28.1% | -18.0% | +46.1% | +27.5% |
| 3Y | +51.6% | -35.7% | +87.2% | +48.3% |
| 5Y | -0.1% | -31.4% | +31.3% | +0.7% |
| All | -0.1% | -32.4% | +32.3% | +0.7% |
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