+240.1%
CRBN vs SPY
+352.5%
-112.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.3% |
| 7D | -2.2% | -2.0% | -0.2% | -0.4% |
| 30D | -1.4% | -1.7% | +0.2% | 0.0% |
| 3M | +4.4% | +4.7% | -0.3% | +0.2% |
| 6M | +10.6% | +12.5% | -1.9% | -0.2% |
| YTD | +11.4% | +11.7% | -0.3% | +1.1% |
| 1Y | +17.4% | +17.5% | -0.1% | +1.9% |
| 3Y | +74.8% | +76.6% | -1.8% | +5.5% |
| 5Y | +64.9% | +82.0% | -17.1% | -3.3% |
| 10Y | +224.4% | +317.1% | -92.7% | -4.0% |
| All | +240.1% | +352.5% | -112.4% | -4.0% |
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