+209.6%
CBNK vs SPY
+197.7%
+12.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -1.1% | +0.1% | -1.2% | -1.2% |
| 3M | +13.9% | +2.0% | +11.9% | +10.7% |
| 6M | +22.8% | +13.0% | +9.8% | +6.2% |
| YTD | +32.8% | +13.5% | +19.2% | +14.2% |
| 1Y | +7.9% | +20.0% | -12.1% | -13.0% |
| 3Y | +95.5% | +77.2% | +18.4% | -3.4% |
| 5Y | +71.7% | +81.9% | -10.2% | -20.9% |
| All | +209.6% | +197.7% | +12.0% | -37.5% |
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 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