+73.2%
SPY vs CB
+105.8%
-32.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | -2.7% | +7.4% | -10.1% | -4.6% |
| 3M | -1.7% | +8.6% | -10.4% | -4.0% |
| 6M | +3.1% | +16.1% | -13.1% | -1.7% |
| YTD | +11.9% | +20.2% | -8.3% | +5.1% |
| 1Y | +12.0% | +27.2% | -15.2% | +3.1% |
| 3Y | +78.2% | +72.7% | +5.5% | +42.3% |
| 5Y | +73.2% | +105.9% | -32.7% | +25.6% |
| All | +73.2% | +105.8% | -32.6% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling