+71.3%
CBSH vs SPY
+315.0%
-243.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -0.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.2% |
| 30D | +3.0% | -3.3% | +6.3% | +5.9% |
| 3M | -4.7% | -2.4% | -2.3% | -3.0% |
| 6M | +9.1% | +2.6% | +6.5% | +5.8% |
| YTD | +8.7% | +11.2% | -2.5% | -2.1% |
| 1Y | +10.9% | +13.4% | -2.5% | -2.0% |
| 3Y | +50.2% | +79.9% | -29.7% | -13.4% |
| 5Y | +1.9% | +72.2% | -70.2% | -39.2% |
| 10Y | +71.3% | +307.3% | -236.0% | -62.3% |
| All | +71.3% | +315.0% | -243.7% | -62.3% |
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