+117.5%
CBFV vs SPY
+78.0%
+39.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.3% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +10.8% | -3.3% | +14.1% | +12.2% |
| 3M | +9.4% | -2.4% | +11.8% | +10.3% |
| 6M | +17.9% | +2.6% | +15.4% | +16.3% |
| YTD | +21.0% | +11.2% | +9.7% | +14.7% |
| 1Y | +27.9% | +13.4% | +14.5% | +20.1% |
| 3Y | +117.5% | +79.9% | +37.6% | +75.2% |
| All | +117.5% | +78.0% | +39.5% | +75.2% |
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