-69.8%
CBRZ vs SPY
+2.2%
-71.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.4% | -20.4% | -23.3% |
| 7D | -32.2% | +0.1% | -32.3% | -31.4% |
| 30D | -25.5% | +0.1% | -25.6% | -24.8% |
| 3M | -72.1% | +2.0% | -74.1% | -59.5% |
| All | -69.8% | +2.2% | -71.9% | -55.8% |
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