-67.2%
CBRG vs SPY
+4.1%
-71.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.1% | -0.4% | +20.4% | +22.1% |
| 7D | +33.7% | +0.1% | +33.6% | +33.1% |
| 30D | -15.3% | +0.1% | -15.3% | -15.5% |
| 3M | -40.6% | +2.0% | -42.6% | -51.9% |
| All | -67.2% | +4.1% | -71.3% | -73.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling