+311.5%
SPY vs CB
+214.7%
+96.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +0.5% | -0.6% | +1.2% | +0.8% |
| 30D | -0.9% | -3.9% | +3.0% | +0.5% |
| 3M | +3.9% | +4.9% | -1.0% | +1.3% |
| 6M | +14.5% | +3.3% | +11.3% | +12.1% |
| YTD | +12.9% | +8.5% | +4.4% | +8.1% |
| 1Y | +19.4% | +22.1% | -2.7% | +8.4% |
| 3Y | +78.5% | +70.1% | +8.3% | +37.3% |
| 5Y | +81.8% | +97.4% | -15.6% | +29.0% |
| 10Y | +311.5% | +216.8% | +94.7% | +130.3% |
| All | +311.5% | +214.7% | +96.8% | +130.3% |
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