+109.3%
CBLL vs SPY
+12.1%
+97.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | -1.7% | +2.6% | -4.3% | -4.5% |
| 30D | -0.9% | -2.0% | +1.1% | +1.6% |
| 3M | +12.4% | -2.8% | +15.2% | +16.2% |
| 6M | +46.0% | +2.1% | +43.8% | +42.2% |
| YTD | +19.2% | +11.5% | +7.7% | +3.1% |
| 1Y | +109.3% | +13.5% | +95.8% | +76.9% |
| All | +109.3% | +12.1% | +97.2% | +76.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling