-91.6%
CRBU vs SPY
+85.3%
-176.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -3.8% |
| 7D | -12.7% | -2.0% | -10.8% | -9.4% |
| 30D | -18.9% | -1.7% | -17.3% | -16.4% |
| 3M | -23.5% | +4.7% | -28.2% | -30.1% |
| 6M | -32.5% | +12.5% | -45.0% | -45.3% |
| YTD | -13.8% | +11.7% | -25.6% | -29.1% |
| 1Y | -23.0% | +17.5% | -40.5% | -41.1% |
| 3Y | -76.2% | +76.6% | -152.8% | -91.0% |
| 5Y | -95.3% | +82.0% | -177.3% | -98.1% |
| All | -91.6% | +85.3% | -176.9% | -96.6% |
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