+10.4%
CUBE vs SPY
+76.5%
-66.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.7% |
| 7D | -1.4% | -0.4% | -1.1% | -1.3% |
| 30D | -5.1% | -1.4% | -3.7% | -4.5% |
| 3M | -5.5% | +3.7% | -9.2% | -7.4% |
| 6M | -0.2% | +13.0% | -13.2% | -6.9% |
| YTD | +12.6% | +12.4% | +0.2% | +5.2% |
| 1Y | +0.9% | +18.5% | -17.6% | -8.6% |
| All | +10.4% | +76.5% | -66.2% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling