+818.8%
CUBI vs SPY
+597.3%
+221.5%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.4% |
| 7D | +1.0% | +3.3% | -2.2% | -3.1% |
| 30D | +14.1% | -2.7% | +16.8% | +17.8% |
| 3M | +2.9% | -1.7% | +4.7% | +4.9% |
| 6M | +15.3% | +3.1% | +12.2% | +10.1% |
| YTD | +16.5% | +11.9% | +4.6% | +0.1% |
| 1Y | +26.5% | +12.0% | +14.5% | +8.5% |
| 3Y | +106.0% | +78.2% | +27.8% | -1.3% |
| 5Y | +43.9% | +73.2% | -29.3% | -25.6% |
| 10Y | +209.1% | +309.6% | -100.5% | -29.4% |
| All | +818.8% | +597.3% | +221.5% | +59.5% |
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