+3,556.7%
CBZ vs SPY
+2,484.6%
+1,072.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +0.1% | +0.1% | 0.0% | 0.0% |
| 3M | +64.5% | +2.0% | +62.5% | +60.3% |
| 6M | +91.3% | +13.0% | +78.3% | +69.0% |
| YTD | +8.7% | +13.5% | -4.8% | -4.3% |
| 1Y | -8.5% | +20.0% | -28.5% | -23.5% |
| 3Y | -3.0% | +77.2% | -80.2% | -43.8% |
| 5Y | +60.3% | +81.9% | -21.5% | -10.3% |
| 10Y | +388.4% | +314.1% | +74.4% | +26.8% |
| All | +3,556.7% | +2,484.6% | +1,072.1% | +112.5% |
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