+236.5%
CBAN vs SPY
+1,031.2%
-794.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -1.7% | +0.1% | -1.8% | -1.7% |
| 3M | +9.0% | +2.0% | +7.0% | +8.3% |
| 6M | +10.0% | +13.0% | -3.0% | +6.3% |
| YTD | +24.2% | +13.5% | +10.6% | +19.9% |
| 1Y | +27.8% | +20.0% | +7.8% | +21.5% |
| 3Y | +126.2% | +77.2% | +49.0% | +95.8% |
| 5Y | +38.6% | +81.9% | -43.3% | +18.6% |
| 10Y | +182.2% | +314.1% | -131.9% | +110.0% |
| All | +236.5% | +1,031.2% | -794.6% | +115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling