+600.3%
CBFV vs SPY
+1,019.4%
-419.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | +9.0% | -2.4% | +11.4% | +9.4% |
| 3M | +8.1% | -1.2% | +9.3% | +8.3% |
| 6M | +18.1% | +3.3% | +14.8% | +17.5% |
| YTD | +19.8% | +12.3% | +7.5% | +17.7% |
| 1Y | +24.4% | +12.4% | +11.9% | +22.2% |
| 3Y | +114.6% | +78.8% | +35.8% | +99.2% |
| 5Y | +107.7% | +75.2% | +32.5% | +92.6% |
| 10Y | +155.4% | +311.1% | -155.7% | +125.2% |
| All | +600.3% | +1,019.4% | -419.0% | +580.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling