+1,363.6%
CB vs SPYG
+564.9%
+798.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +0.5% | +0.4% | +0.1% | +0.3% |
| 30D | -3.1% | -0.4% | -2.7% | -2.9% |
| 3M | +9.0% | +0.5% | +8.4% | +7.5% |
| 6M | +2.9% | +17.5% | -14.6% | -8.9% |
| YTD | +10.1% | +14.3% | -4.2% | -1.1% |
| 1Y | +22.8% | +21.7% | +1.1% | +5.3% |
| 3Y | +73.8% | +98.6% | -24.8% | +2.2% |
| 5Y | +99.2% | +85.1% | +14.1% | +19.1% |
| 10Y | +218.2% | +412.0% | -193.8% | -12.7% |
| All | +1,363.6% | +564.9% | +798.8% | +128.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling