-99.8%
CBUS vs SPY
+253.2%
-353.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.7% | -5.6% |
| 7D | -4.4% | +3.3% | -7.7% | -8.6% |
| 30D | -22.7% | -2.7% | -20.0% | -19.7% |
| 3M | -42.3% | -1.7% | -40.6% | -40.9% |
| 6M | -23.8% | +3.1% | -26.9% | -26.7% |
| YTD | -37.4% | +11.9% | -49.3% | -45.2% |
| 1Y | -19.3% | +12.0% | -31.2% | -29.3% |
| 3Y | -92.6% | +78.2% | -170.8% | -96.2% |
| 5Y | -99.4% | +73.2% | -172.6% | -99.7% |
| All | -99.8% | +253.2% | -353.0% | -99.9% |
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