-90.8%
CRBP vs SPY
+371.3%
-462.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.4% | -6.2% |
| 7D | -28.1% | -2.0% | -26.1% | -26.0% |
| 30D | -13.4% | -1.7% | -11.7% | -11.3% |
| 3M | +7.0% | +4.7% | +2.3% | +0.7% |
| 6M | -17.9% | +12.5% | -30.4% | -29.4% |
| YTD | +1.2% | +11.7% | -10.5% | -12.1% |
| 1Y | -14.7% | +17.5% | -32.2% | -31.1% |
| 3Y | +21.9% | +76.6% | -54.7% | -42.4% |
| 5Y | -76.9% | +82.0% | -158.9% | -89.5% |
| 10Y | -94.7% | +317.1% | -411.9% | -98.9% |
| All | -90.8% | +371.3% | -462.2% | -98.0% |
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