-90.4%
CWEB vs SPY
+310.8%
-401.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | -0.4% |
| 7D | -10.8% | -0.8% | -10.0% | -9.4% |
| 30D | -21.0% | -1.1% | -19.9% | -19.4% |
| 3M | -17.1% | +3.9% | -20.9% | -23.2% |
| 6M | -39.3% | +13.6% | -52.9% | -52.5% |
| YTD | -52.9% | +12.7% | -65.6% | -62.2% |
| 1Y | -64.4% | +17.5% | -81.9% | -73.4% |
| 3Y | -44.1% | +76.9% | -121.0% | -81.3% |
| 5Y | -91.2% | +83.6% | -174.7% | -96.9% |
| All | -90.4% | +310.8% | -401.2% | -99.2% |
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