-29.8%
CBRL vs SPY
+315.0%
-344.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +0.9% | +1.0% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | +16.9% | -3.3% | +20.3% | +20.7% |
| 3M | +16.3% | -2.4% | +18.7% | +19.0% |
| 6M | +114.4% | +2.6% | +111.9% | +106.9% |
| YTD | +170.0% | +11.2% | +158.7% | +140.4% |
| 1Y | +115.9% | +13.4% | +102.5% | +88.3% |
| 3Y | +14.5% | +79.9% | -65.4% | -37.6% |
| 5Y | -44.3% | +72.2% | -116.5% | -68.3% |
| 10Y | -29.8% | +307.3% | -337.1% | -79.2% |
| All | -29.8% | +315.0% | -344.8% | -79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling