+73.8%
CBT vs SPY
+81.8%
-8.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | -0.4% | +0.5% | -1.0% | -1.0% |
| 30D | -7.8% | -0.9% | -6.9% | -6.9% |
| 3M | -2.6% | +3.9% | -6.5% | -6.8% |
| 6M | +16.0% | +14.5% | +1.5% | -0.4% |
| YTD | +23.3% | +12.9% | +10.3% | +7.5% |
| 1Y | +1.4% | +19.4% | -17.9% | -16.9% |
| 3Y | +22.0% | +78.5% | -56.5% | -38.2% |
| 5Y | +73.8% | +81.8% | -8.0% | -15.4% |
| All | +73.8% | +81.8% | -8.0% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling