+755.0%
SW vs CPB
+13.2%
+741.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.6% | +1.4% |
| 7D | -5.1% | -8.6% | +3.5% | -4.8% |
| 30D | -4.6% | -7.2% | +2.7% | -4.4% |
| 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% | +22.6% |
| 1Y | +2.2% | -30.4% | +32.6% | +2.8% |
| 3Y | +19.6% | -40.2% | +59.7% | +20.0% |
| 5Y | -2.3% | -39.5% | +37.2% | -2.5% |
| 10Y | +181.4% | -47.4% | +228.7% | +182.3% |
| All | +755.0% | +13.2% | +741.8% | +737.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling