-82.6%
CNBS vs SPY
+82.3%
-164.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -2.0% |
| 7D | -4.6% | -0.8% | -3.8% | -3.9% |
| 30D | +3.4% | -1.1% | +4.5% | +4.4% |
| 3M | -9.5% | +3.9% | -13.4% | -12.7% |
| 6M | +17.9% | +13.6% | +4.3% | +5.5% |
| YTD | -2.0% | +12.7% | -14.7% | -11.8% |
| 1Y | +2.3% | +17.5% | -15.2% | -11.4% |
| 3Y | -40.8% | +76.9% | -117.7% | -65.4% |
| All | -82.6% | +82.3% | -164.9% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling