-95.4%
CRBU vs SPY
+82.3%
-177.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.9% | -8.2% | -8.9% |
| 7D | -19.1% | -0.8% | -18.3% | -18.0% |
| 30D | -25.3% | -1.1% | -24.2% | -23.9% |
| 3M | -23.5% | +3.9% | -27.4% | -28.9% |
| 6M | -35.5% | +13.6% | -49.1% | -48.8% |
| YTD | -20.1% | +12.7% | -32.8% | -35.4% |
| 1Y | -33.5% | +17.5% | -51.0% | -49.3% |
| 3Y | -80.1% | +76.9% | -157.0% | -92.6% |
| All | -95.4% | +82.3% | -177.7% | -98.3% |
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