+380.5%
CIBR vs SPY
+327.2%
+53.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | -9.9% | -2.7% | -7.2% | -7.2% |
| 30D | -14.6% | -5.4% | -9.2% | -9.3% |
| 3M | -5.5% | -4.1% | -1.5% | -1.1% |
| 6M | +29.9% | +0.7% | +29.2% | +29.5% |
| YTD | +27.8% | +8.7% | +19.1% | +17.8% |
| 1Y | +22.7% | +10.9% | +11.8% | +10.8% |
| 3Y | +103.5% | +75.0% | +28.5% | +15.8% |
| 5Y | +69.7% | +67.8% | +1.9% | +1.5% |
| 10Y | +402.2% | +312.9% | +89.4% | +20.9% |
| All | +380.5% | +327.2% | +53.3% | +14.7% |
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