+62.2%
CBC vs SPY
+13.5%
+48.8%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +5.1% | -2.7% | +7.8% | +6.1% |
| 30D | +18.5% | -5.4% | +23.9% | +20.9% |
| 3M | +13.8% | -4.1% | +17.8% | +15.3% |
| 6M | +39.4% | +0.7% | +38.7% | +38.0% |
| YTD | +58.5% | +8.7% | +49.8% | +50.0% |
| All | +62.2% | +13.5% | +48.8% | +51.6% |
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 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