+33.5%
CURB vs SPY
+14.6%
+18.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +4.2% |
| 7D | +7.5% | -0.7% | +8.2% | +7.5% |
| 30D | +8.3% | -1.0% | +9.3% | +8.3% |
| 3M | +1.0% | -0.3% | +1.3% | +0.9% |
| 6M | +11.8% | +7.3% | +4.5% | +10.1% |
| YTD | +32.3% | +13.3% | +19.0% | +27.9% |
| 1Y | +33.5% | +14.8% | +18.7% | +28.5% |
| All | +33.5% | +14.6% | +18.9% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling