+60.4%
CBSH vs SPY
+311.8%
-251.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -1.4% |
| 7D | -0.5% | -0.9% | +0.4% | +0.2% |
| 30D | +2.4% | -2.4% | +4.8% | +4.3% |
| 3M | -4.9% | -1.2% | -3.7% | -4.2% |
| 6M | +10.7% | +3.3% | +7.4% | +6.8% |
| YTD | +8.4% | +12.3% | -3.9% | -3.2% |
| 1Y | +10.3% | +12.4% | -2.2% | -1.7% |
| 3Y | +51.2% | +78.8% | -27.6% | -12.3% |
| 5Y | +0.7% | +75.2% | -74.5% | -40.9% |
| 10Y | +60.4% | +311.1% | -250.7% | -65.9% |
| All | +60.4% | +311.8% | -251.4% | -65.9% |
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 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