-96.0%
CBAT vs SPY
+805.1%
-901.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.6% |
| 7D | -5.4% | -2.7% | -2.7% | -2.4% |
| 30D | 0.0% | -5.4% | +5.4% | +6.0% |
| 3M | +75.0% | -4.1% | +79.1% | +82.2% |
| 6M | +32.9% | +0.7% | +32.2% | +31.0% |
| YTD | +25.0% | +8.7% | +16.3% | +13.5% |
| 1Y | +16.7% | +10.9% | +5.8% | +3.8% |
| 3Y | +29.6% | +75.0% | -45.4% | -31.9% |
| 5Y | -51.2% | +67.8% | -119.0% | -72.4% |
| 10Y | -22.2% | +312.9% | -335.1% | -84.5% |
| All | -96.0% | +805.1% | -901.2% | -99.6% |
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 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