+94.7%
CBFV vs SPY
+78.7%
+16.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | -0.4% | -0.9% | +0.6% | 0.0% |
| 3M | +9.9% | +3.9% | +6.0% | +8.0% |
| 6M | +11.1% | +14.5% | -3.4% | +4.5% |
| YTD | +10.1% | +12.9% | -2.8% | +4.2% |
| 1Y | +18.8% | +19.4% | -0.6% | +9.4% |
| 3Y | +94.7% | +78.5% | +16.2% | +60.0% |
| All | +94.7% | +78.7% | +16.0% | +60.0% |
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