+399.4%
CIBR vs SPY
+335.7%
+63.7%
-33.9%
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% | +0.3% |
| 7D | -2.7% | -0.6% | -2.1% | -2.0% |
| 30D | -14.0% | -3.7% | -10.3% | -10.4% |
| 3M | -5.9% | -2.7% | -3.2% | -2.9% |
| 6M | +25.7% | +2.2% | +23.6% | +23.5% |
| YTD | +32.8% | +10.8% | +22.0% | +20.0% |
| 1Y | +24.0% | +11.2% | +12.8% | +11.6% |
| 3Y | +105.9% | +76.5% | +29.4% | +16.2% |
| 5Y | +75.7% | +72.9% | +2.8% | +2.0% |
| 10Y | +403.1% | +304.8% | +98.3% | +23.9% |
| All | +399.4% | +335.7% | +63.7% | +16.8% |
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