+118.5%
CWBC vs SPY
+304.1%
-185.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | +1.2% | -0.6% | +1.8% | +1.7% |
| 30D | +2.5% | -3.7% | +6.1% | +5.9% |
| 3M | +5.8% | -2.7% | +8.5% | +8.3% |
| 6M | +10.3% | +2.2% | +8.1% | +7.4% |
| YTD | +18.8% | +10.8% | +7.9% | +7.0% |
| 1Y | +24.3% | +11.2% | +13.1% | +11.5% |
| 3Y | +76.6% | +76.5% | +0.2% | +0.8% |
| 5Y | +37.9% | +72.9% | -35.0% | -21.2% |
| 10Y | +118.5% | +304.8% | -186.3% | -52.1% |
| All | +118.5% | +304.1% | -185.6% | -52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling