+129.4%
CBAN vs SPY
+76.5%
+52.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.3% |
| 7D | 0.0% | -0.4% | +0.4% | +0.3% |
| 30D | -2.8% | -1.4% | -1.5% | -1.8% |
| 3M | +4.5% | +3.7% | +0.8% | +1.2% |
| 6M | +9.9% | +13.0% | -3.1% | -0.9% |
| YTD | +21.6% | +12.4% | +9.2% | +10.0% |
| 1Y | +28.2% | +18.5% | +9.6% | +10.6% |
| All | +129.4% | +76.5% | +52.8% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling