-91.7%
CBUS vs SPY
+78.1%
-169.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +4.4% |
| 7D | -4.2% | +2.6% | -6.8% | -9.1% |
| 30D | -19.3% | -2.0% | -17.3% | -16.1% |
| 3M | -40.5% | -2.8% | -37.7% | -37.3% |
| 6M | -22.3% | +2.1% | -24.5% | -25.8% |
| YTD | -35.1% | +11.5% | -46.5% | -47.1% |
| 1Y | -9.6% | +13.5% | -23.1% | -28.8% |
| 3Y | -91.7% | +77.7% | -169.4% | -97.0% |
| All | -91.7% | +78.1% | -169.8% | -97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling