+14.0%
CBAT vs SPY
+77.4%
-63.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.7% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +96.0% | +0.1% | +95.9% | +95.7% |
| 3M | +30.7% | +2.0% | +28.7% | +29.0% |
| 6M | -5.8% | +13.0% | -18.8% | -12.2% |
| YTD | +16.7% | +13.5% | +3.1% | +8.4% |
| 1Y | +5.4% | +20.0% | -14.6% | -4.4% |
| All | +14.0% | +77.4% | -63.4% | -8.6% |
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