+63.9%
CBC vs SPY
+16.4%
+47.5%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +1.1% | +2.6% | -1.5% | +0.1% |
| 30D | +17.1% | -2.0% | +19.1% | +17.8% |
| 3M | +15.4% | -2.8% | +18.2% | +16.5% |
| 6M | +41.4% | +2.1% | +39.2% | +39.6% |
| YTD | +60.2% | +11.5% | +48.7% | +50.1% |
| All | +63.9% | +16.4% | +47.5% | +51.7% |
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 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