+129.7%
CBL vs SPY
+74.9%
+54.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | -0.3% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -1.0% | -3.3% | +2.3% | +1.5% |
| 3M | -14.1% | -2.4% | -11.7% | -12.7% |
| 6M | +3.9% | +2.6% | +1.4% | +1.1% |
| YTD | +35.1% | +11.2% | +23.9% | +22.7% |
| 1Y | +54.6% | +13.4% | +41.2% | +38.0% |
| 3Y | +176.5% | +79.9% | +96.6% | +64.9% |
| 5Y | +125.6% | +72.2% | +53.4% | +42.2% |
| All | +129.7% | +74.9% | +54.8% | +43.0% |
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 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