-1.1%
CBLL vs SPY
+36.4%
-37.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.2% |
| 7D | +4.2% | +0.1% | +4.1% | +3.9% |
| 30D | +35.2% | +0.1% | +35.1% | +34.9% |
| 3M | +31.8% | +2.0% | +29.8% | +27.6% |
| 6M | +39.1% | +13.0% | +26.1% | +15.0% |
| YTD | +12.7% | +13.5% | -0.8% | -7.5% |
| 1Y | +100.5% | +20.0% | +80.5% | +50.8% |
| All | -1.1% | +36.4% | -37.6% | -41.2% |
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 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