+204.5%
CBNK vs SPY
+196.0%
+8.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.1% |
| 7D | +1.1% | +0.5% | +0.6% | +0.5% |
| 30D | -3.4% | -0.9% | -2.5% | -2.4% |
| 3M | +11.3% | +3.9% | +7.4% | +6.1% |
| 6M | +25.4% | +14.5% | +10.9% | +6.8% |
| YTD | +30.5% | +12.9% | +17.6% | +13.0% |
| 1Y | +8.1% | +19.4% | -11.3% | -12.4% |
| 3Y | +98.6% | +78.5% | +20.1% | -2.8% |
| 5Y | +71.7% | +81.8% | -10.1% | -21.0% |
| All | +204.5% | +196.0% | +8.4% | -38.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling