+16.7%
CBRZ vs SPY
+2.0%
+14.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.7% | +8.9% | +20.9% |
| 7D | +42.4% | -0.7% | +43.1% | +34.7% |
| 30D | +218.2% | -1.0% | +219.3% | +200.0% |
| 3M | +220.2% | -0.3% | +220.6% | +223.4% |
| All | +16.7% | +2.0% | +14.8% | +72.9% |
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