+37.9%
CBK vs SPY
+13.7%
+24.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | +0.2% | +2.6% | -2.3% | -0.6% |
| 30D | +5.4% | -2.0% | +7.4% | +6.0% |
| 3M | -7.3% | -2.8% | -4.5% | -6.5% |
| 6M | +16.4% | +2.1% | +14.2% | +15.2% |
| YTD | +34.8% | +11.5% | +23.3% | +28.0% |
| 1Y | +36.1% | +13.5% | +22.6% | +28.0% |
| All | +37.9% | +13.7% | +24.2% | +29.2% |
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 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