-16.0%
CBAT vs SPY
+312.9%
-328.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.7% |
| 7D | -5.4% | -2.7% | -2.7% | -2.9% |
| 30D | 0.0% | -5.4% | +5.4% | +5.0% |
| 3M | +75.0% | -4.1% | +79.1% | +81.0% |
| 6M | +32.9% | +0.7% | +32.2% | +31.4% |
| YTD | +25.0% | +8.7% | +16.3% | +15.4% |
| 1Y | +16.7% | +10.9% | +5.8% | +5.8% |
| 3Y | +29.6% | +75.0% | -45.4% | -24.4% |
| 5Y | -51.2% | +67.8% | -119.0% | -69.8% |
| All | -16.0% | +312.9% | -328.9% | -85.8% |
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