+62.9%
CBC vs SPY
+18.3%
+44.5%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.2% | +2.2% |
| 7D | +7.5% | -0.7% | +8.2% | +7.8% |
| 30D | +18.7% | -1.0% | +19.7% | +19.1% |
| 3M | +14.0% | -0.3% | +14.4% | +14.0% |
| 6M | +41.4% | +7.3% | +34.1% | +35.8% |
| YTD | +59.1% | +13.3% | +45.8% | +48.3% |
| All | +62.9% | +18.3% | +44.5% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling