+307.3%
SPY vs CB
+246.2%
+61.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +0.1% | -1.5% | +1.6% | +0.7% |
| 30D | -3.3% | +6.5% | -9.8% | -5.8% |
| 3M | -2.4% | +4.1% | -6.5% | -4.1% |
| 6M | +2.6% | +14.4% | -11.8% | -3.6% |
| YTD | +11.2% | +17.5% | -6.3% | +3.0% |
| 1Y | +13.4% | +27.5% | -14.2% | +1.4% |
| 3Y | +79.9% | +71.6% | +8.3% | +38.5% |
| 5Y | +72.2% | +100.6% | -28.4% | +21.9% |
| 10Y | +307.3% | +243.0% | +64.3% | +124.1% |
| All | +307.3% | +246.2% | +61.1% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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