+158.4%
CBAN vs SPY
+307.0%
-148.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +1.1% | +2.6% | -1.5% | -0.6% |
| 30D | +3.9% | -2.0% | +5.8% | +5.1% |
| 3M | -7.9% | -2.8% | -5.1% | -6.3% |
| 6M | +6.2% | +2.1% | +4.1% | +4.3% |
| YTD | +16.8% | +11.5% | +5.3% | +8.2% |
| 1Y | +26.5% | +13.5% | +13.0% | +15.8% |
| 3Y | +120.2% | +77.7% | +42.5% | +52.0% |
| 5Y | +28.5% | +72.6% | -44.1% | -10.7% |
| All | +158.4% | +307.0% | -148.6% | -7.9% |
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