+251.7%
CB vs SPYG
+393.2%
-141.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | +2.9% | +2.3% | +0.6% | +1.9% |
| 30D | +7.3% | -6.5% | +13.8% | +10.1% |
| 3M | +9.4% | -6.8% | +16.2% | +12.3% |
| 6M | +19.6% | -3.1% | +22.8% | +19.9% |
| YTD | +21.5% | +8.0% | +13.5% | +14.9% |
| 1Y | +28.0% | +10.2% | +17.8% | +19.7% |
| 3Y | +74.9% | +91.0% | -16.1% | +16.2% |
| 5Y | +108.1% | +67.7% | +40.4% | +48.0% |
| All | +251.7% | +393.2% | -141.5% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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