+97.4%
CB vs SPYG
+84.3%
+13.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.4% |
| 7D | -0.6% | +1.2% | -1.8% | -0.8% |
| 30D | -3.9% | -1.6% | -2.3% | -3.6% |
| 3M | +4.9% | +3.4% | +1.6% | +4.0% |
| 6M | +3.3% | +18.9% | -15.6% | -1.2% |
| YTD | +8.5% | +13.8% | -5.3% | +4.8% |
| 1Y | +22.1% | +20.6% | +1.5% | +15.8% |
| 3Y | +70.1% | +100.5% | -30.4% | +32.9% |
| 5Y | +97.4% | +84.6% | +12.8% | +55.8% |
| All | +97.4% | +84.3% | +13.1% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling