-91.3%
CWEB vs SPY
+79.8%
-171.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -1.7% |
| 7D | -8.9% | -2.0% | -6.9% | -4.8% |
| 30D | -25.1% | -1.7% | -23.4% | -22.4% |
| 3M | -17.1% | +4.7% | -21.9% | -25.2% |
| 6M | -42.2% | +12.5% | -54.7% | -54.9% |
| YTD | -53.5% | +11.7% | -65.2% | -62.9% |
| 1Y | -63.1% | +17.5% | -80.6% | -73.3% |
| 3Y | -42.9% | +76.6% | -119.4% | -84.0% |
| 5Y | -91.3% | +82.0% | -173.3% | -97.3% |
| All | -91.3% | +79.8% | -171.0% | -97.3% |
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