-76.5%
CRBP vs SPY
+82.3%
-158.7%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -2.6% |
| 7D | -26.7% | -0.8% | -25.9% | -25.9% |
| 30D | -16.8% | -1.1% | -15.7% | -15.5% |
| 3M | +4.4% | +3.9% | +0.5% | -0.6% |
| 6M | -22.1% | +13.6% | -35.8% | -33.8% |
| YTD | -0.2% | +12.7% | -12.9% | -14.2% |
| 1Y | -14.5% | +17.5% | -32.0% | -30.8% |
| 3Y | +16.2% | +76.9% | -60.7% | -45.5% |
| All | -76.5% | +82.3% | -158.7% | -89.5% |
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 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