+73.7%
CBNK vs SPY
+79.8%
-6.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.4% |
| 7D | -0.8% | -2.0% | +1.2% | +0.4% |
| 30D | -3.5% | -1.7% | -1.8% | -2.5% |
| 3M | +8.9% | +4.7% | +4.2% | +5.5% |
| 6M | +25.9% | +12.5% | +13.4% | +16.4% |
| YTD | +30.5% | +11.7% | +18.8% | +21.3% |
| 1Y | +10.1% | +17.5% | -7.4% | -0.9% |
| 3Y | +98.6% | +76.6% | +22.0% | +39.2% |
| 5Y | +73.7% | +82.0% | -8.3% | +18.7% |
| All | +73.7% | +79.8% | -6.0% | +18.7% |
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