-89.8%
CWEB vs SPY
+311.7%
-401.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.6% | -4.1% |
| 7D | -2.7% | +0.5% | -3.3% | -3.8% |
| 30D | -22.3% | -0.9% | -21.4% | -20.9% |
| 3M | -8.7% | +3.9% | -12.6% | -15.6% |
| 6M | -32.4% | +14.5% | -46.9% | -47.9% |
| YTD | -49.9% | +12.9% | -62.8% | -60.1% |
| 1Y | -58.8% | +19.4% | -78.1% | -70.2% |
| 3Y | -38.5% | +78.5% | -116.9% | -79.8% |
| 5Y | -91.0% | +81.8% | -172.7% | -96.8% |
| All | -89.8% | +311.7% | -401.5% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling