+105.1%
CBT vs SPY
+312.5%
-207.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.6% |
| 7D | -4.2% | -0.4% | -3.9% | -3.8% |
| 30D | -7.7% | -1.4% | -6.3% | -6.2% |
| 3M | -5.4% | +3.7% | -9.1% | -9.9% |
| 6M | +15.0% | +13.0% | +2.0% | -1.7% |
| YTD | +21.8% | +12.4% | +9.4% | +4.7% |
| 1Y | +1.0% | +18.5% | -17.5% | -18.7% |
| 3Y | +20.5% | +77.6% | -57.1% | -42.6% |
| 5Y | +70.1% | +81.7% | -11.6% | -20.9% |
| 10Y | +105.1% | +319.7% | -214.6% | -67.4% |
| All | +105.1% | +312.5% | -207.4% | -67.4% |
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