+607.2%
CBFV vs SPY
+1,008.9%
-401.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.9% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +10.8% | -3.3% | +14.1% | +11.2% |
| 3M | +9.4% | -2.4% | +11.8% | +9.7% |
| 6M | +17.9% | +2.6% | +15.4% | +17.4% |
| YTD | +21.0% | +11.2% | +9.7% | +19.1% |
| 1Y | +27.9% | +13.4% | +14.5% | +25.5% |
| 3Y | +117.5% | +79.9% | +37.6% | +101.8% |
| 5Y | +108.9% | +72.2% | +36.7% | +94.0% |
| 10Y | +161.8% | +307.3% | -145.5% | +131.1% |
| All | +607.2% | +1,008.9% | -401.7% | +588.4% |
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