-58.6%
CBAT vs SPY
+74.0%
-132.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.2% | -8.2% |
| 7D | -5.9% | +3.3% | -9.2% | -8.6% |
| 30D | -21.3% | -2.7% | -18.6% | -19.1% |
| 3M | +21.5% | -1.7% | +23.3% | +23.3% |
| 6M | +21.5% | +3.1% | +18.4% | +17.4% |
| YTD | +14.3% | +11.9% | +2.4% | +1.5% |
| 1Y | +5.5% | +12.0% | -6.5% | -6.4% |
| 3Y | +15.7% | +78.2% | -62.5% | -41.1% |
| 5Y | -58.6% | +73.2% | -131.9% | -74.3% |
| All | -58.6% | +74.0% | -132.7% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling