+158.9%
CBFV vs SPY
+308.5%
-149.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +1.0% | +3.3% | -2.3% | -0.1% |
| 30D | +9.6% | -2.7% | +12.3% | +10.6% |
| 3M | +9.5% | -1.7% | +11.2% | +10.0% |
| 6M | +19.1% | +3.1% | +16.0% | +17.6% |
| YTD | +20.7% | +11.9% | +8.8% | +15.6% |
| 1Y | +24.7% | +12.0% | +12.7% | +19.3% |
| 3Y | +116.1% | +78.2% | +38.0% | +76.3% |
| 5Y | +107.1% | +73.2% | +33.8% | +69.7% |
| All | +158.9% | +308.5% | -149.6% | +62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling