-85.8%
CNBS vs SPY
+183.0%
-268.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -2.1% |
| 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% | -12.8% |
| 6M | +17.9% | +13.6% | +4.3% | +5.2% |
| YTD | -2.0% | +12.7% | -14.7% | -12.0% |
| 1Y | +2.3% | +17.5% | -15.2% | -11.8% |
| 3Y | -40.8% | +76.9% | -117.7% | -66.0% |
| 5Y | -82.8% | +83.6% | -166.4% | -90.5% |
| All | -85.8% | +183.0% | -268.8% | -94.5% |
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