+774.3%
CUBI vs SPY
+607.6%
+166.7%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.3% |
| 7D | +3.2% | +0.1% | +3.1% | +3.0% |
| 30D | -2.0% | +0.1% | -2.0% | -2.1% |
| 3M | +8.2% | +2.0% | +6.2% | +5.1% |
| 6M | +15.4% | +13.0% | +2.4% | -1.9% |
| YTD | +10.9% | +13.5% | -2.7% | -6.2% |
| 1Y | +15.9% | +20.0% | -4.1% | -8.7% |
| 3Y | +124.0% | +77.2% | +46.8% | +8.4% |
| 5Y | +106.9% | +81.9% | +25.0% | +1.5% |
| 10Y | +202.5% | +314.1% | -111.6% | -31.8% |
| All | +774.3% | +607.6% | +166.7% | +49.5% |
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 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