+15.0%
CWB vs SPY
+71.5%
-56.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.9% |
| YTD | +5.4% | +11.2% | -5.8% | -1.1% |
| 1Y | +2.7% | +13.4% | -10.6% | -4.7% |
| 3Y | +49.4% | +79.9% | -30.5% | +4.1% |
| 5Y | +15.0% | +72.2% | -57.2% | -17.5% |
| All | +15.0% | +71.5% | -56.4% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling