+104.9%
CBSE vs SPY
+124.4%
-19.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.1% |
| 7D | -8.2% | -2.7% | -5.5% | -5.2% |
| 30D | -14.8% | -5.4% | -9.4% | -9.1% |
| 3M | -14.2% | -4.1% | -10.1% | -9.9% |
| 6M | -16.8% | +0.7% | -17.5% | -17.1% |
| YTD | +3.1% | +8.7% | -5.5% | -5.4% |
| 1Y | +4.0% | +10.9% | -6.9% | -6.7% |
| 3Y | +90.5% | +75.0% | +15.6% | +4.6% |
| 5Y | +36.4% | +67.8% | -31.3% | -20.8% |
| All | +104.9% | +124.4% | -19.5% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling