-96.3%
CBAT vs SPY
+845.7%
-942.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.4% |
| 7D | +5.4% | +0.1% | +5.3% | +5.2% |
| 30D | +96.0% | +0.1% | +95.9% | +95.4% |
| 3M | +30.7% | +2.0% | +28.7% | +27.2% |
| 6M | -5.8% | +13.0% | -18.8% | -17.7% |
| YTD | +16.7% | +13.5% | +3.1% | +1.4% |
| 1Y | +5.4% | +20.0% | -14.6% | -13.5% |
| 3Y | +12.6% | +77.2% | -64.5% | -41.5% |
| 5Y | -68.5% | +81.9% | -150.4% | -83.6% |
| 10Y | -57.2% | +314.1% | -371.3% | -91.4% |
| All | -96.3% | +845.7% | -942.0% | -99.7% |
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