-20.6%
CBRL vs SPY
+80.4%
-101.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -1.7% | +0.1% | -1.9% | -1.8% |
| 30D | -6.9% | +0.1% | -7.0% | -7.0% |
| 3M | +66.5% | +2.0% | +64.6% | +62.7% |
| 6M | +81.0% | +13.0% | +68.0% | +59.7% |
| YTD | +119.7% | +13.5% | +106.2% | +93.2% |
| 1Y | +7.6% | +20.0% | -12.3% | -10.6% |
| All | -20.6% | +80.4% | -101.0% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling