+49.4%
CWB vs SPY
+78.0%
-28.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +0.2% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -7.9% | -3.3% | -4.6% | -5.8% |
| 3M | -10.3% | -2.4% | -7.9% | -8.8% |
| 6M | -10.6% | +2.6% | -13.2% | -11.8% |
| YTD | +5.4% | +11.2% | -5.8% | -1.0% |
| 1Y | +2.7% | +13.4% | -10.6% | -4.4% |
| 3Y | +49.4% | +79.9% | -30.5% | +8.5% |
| All | +49.4% | +78.0% | -28.6% | +8.5% |
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 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