+118.8%
CBNA vs SPY
+35.9%
+82.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -3.2% | -1.4% | -1.8% | -2.7% |
| 3M | +26.0% | +3.7% | +22.3% | +24.2% |
| 6M | +33.8% | +13.0% | +20.8% | +27.7% |
| YTD | +33.9% | +12.4% | +21.5% | +28.0% |
| 1Y | +49.3% | +18.5% | +30.8% | +39.7% |
| All | +118.8% | +35.9% | +82.8% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling