+243.0%
CB vs SPY
+315.0%
-72.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -2.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | +6.5% | -3.3% | +9.8% | +8.7% |
| 3M | +4.1% | -2.4% | +6.5% | +5.5% |
| 6M | +14.4% | +2.6% | +11.8% | +11.4% |
| YTD | +17.5% | +11.2% | +6.3% | +7.5% |
| 1Y | +27.5% | +13.4% | +14.2% | +14.8% |
| 3Y | +71.6% | +79.9% | -8.3% | +4.6% |
| 5Y | +100.6% | +72.2% | +28.4% | +25.2% |
| 10Y | +243.0% | +307.3% | -64.3% | +8.8% |
| All | +243.0% | +315.0% | -72.0% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling