+4.0%
CBLL vs SPY
+30.2%
-26.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.4% | -0.6% | +1.3% |
| 7D | -6.5% | -4.7% | -1.8% | +0.2% |
| 30D | +6.9% | -5.9% | +12.8% | +16.8% |
| 3M | +42.2% | -4.5% | +46.8% | +51.8% |
| 6M | +27.7% | +1.8% | +25.9% | +23.2% |
| YTD | +18.6% | +8.3% | +10.3% | +4.1% |
| 1Y | +120.8% | +9.3% | +111.5% | +90.6% |
| All | +4.0% | +30.2% | -26.1% | -33.8% |
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