-99.8%
CBUS vs SPY
+243.0%
-342.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.1% |
| 7D | -8.5% | -2.7% | -5.8% | -4.8% |
| 30D | -27.2% | -5.4% | -21.8% | -21.3% |
| 3M | -36.9% | -4.1% | -32.8% | -33.1% |
| 6M | -25.8% | +0.7% | -26.5% | -26.3% |
| YTD | -32.2% | +8.7% | -40.9% | -38.2% |
| 1Y | -6.0% | +10.9% | -16.9% | -16.4% |
| 3Y | -89.2% | +75.0% | -164.2% | -94.2% |
| 5Y | -99.3% | +67.8% | -167.1% | -99.6% |
| All | -99.8% | +243.0% | -342.8% | -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 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