+192.6%
CUBI vs SPY
+307.0%
-114.4%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.6% |
| 7D | +0.6% | +2.6% | -2.0% | -2.9% |
| 30D | +16.2% | -2.0% | +18.2% | +19.0% |
| 3M | +2.2% | -2.8% | +5.0% | +5.9% |
| 6M | +17.4% | +2.1% | +15.3% | +13.0% |
| YTD | +16.6% | +11.5% | +5.1% | -0.9% |
| 1Y | +27.1% | +13.5% | +13.6% | +5.4% |
| 3Y | +105.4% | +77.7% | +27.7% | -9.0% |
| 5Y | +44.0% | +72.6% | -28.6% | -30.7% |
| All | +192.6% | +307.0% | -114.4% | -51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling