-9.0%
CNBS vs SPY
+9.8%
-18.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | 0.0% |
| 7D | +0.8% | -4.7% | +5.5% | +6.0% |
| 30D | -7.2% | -5.9% | -1.3% | -1.1% |
| 3M | -0.7% | -4.5% | +3.9% | +4.2% |
| 6M | -19.0% | +1.8% | -20.8% | -21.4% |
| YTD | -15.9% | +8.3% | -24.2% | -26.6% |
| 1Y | -9.0% | +9.3% | -18.3% | -22.1% |
| All | -9.0% | +9.8% | -18.7% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling