+7,131.2%
CB vs SPY
+2,876.9%
+4,254.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | +0.2% | -2.7% | +3.0% | +2.5% |
| 30D | +9.1% | -5.4% | +14.5% | +14.0% |
| 3M | +3.4% | -4.1% | +7.5% | +6.7% |
| 6M | +14.1% | +0.7% | +13.4% | +12.1% |
| YTD | +18.0% | +8.7% | +9.3% | +8.0% |
| 1Y | +30.1% | +10.9% | +19.3% | +16.8% |
| 3Y | +71.8% | +75.0% | -3.2% | 0.0% |
| 5Y | +101.8% | +67.8% | +34.0% | +19.3% |
| 10Y | +252.1% | +312.9% | -60.7% | -8.7% |
| All | +7,131.2% | +2,876.9% | +4,254.3% | +418.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling