+2,467.7%
CBT vs SPY
+3,015.5%
-547.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.9% |
| 7D | +0.3% | -0.6% | +0.9% | +0.8% |
| 30D | -3.6% | -3.7% | 0.0% | 0.0% |
| 3M | -16.0% | -2.7% | -13.3% | -13.8% |
| 6M | -14.8% | +2.2% | -17.0% | -17.2% |
| YTD | +10.8% | +10.8% | -0.1% | -1.5% |
| 1Y | +21.0% | +11.2% | +9.8% | +7.2% |
| 3Y | +3.3% | +76.5% | -73.1% | -43.9% |
| 5Y | +40.5% | +72.9% | -32.4% | -21.2% |
| 10Y | +81.7% | +304.8% | -223.1% | -54.5% |
| All | +2,467.7% | +3,015.5% | -547.8% | +71.4% |
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 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