-99.2%
CBUS vs SPY
+81.8%
-181.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +2.1% |
| 7D | +3.2% | +0.5% | +2.7% | +2.4% |
| 30D | -11.0% | -0.9% | -10.1% | -9.8% |
| 3M | +30.9% | +3.9% | +27.0% | +23.6% |
| 6M | -49.1% | +14.5% | -63.6% | -57.4% |
| YTD | -7.5% | +12.9% | -20.4% | -21.2% |
| 1Y | +23.8% | +19.4% | +4.5% | -1.4% |
| 3Y | -90.4% | +78.5% | -168.9% | -95.0% |
| 5Y | -99.2% | +81.8% | -181.0% | -99.6% |
| All | -99.2% | +81.8% | -181.0% | -99.6% |
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