-95.2%
YCBD vs SPY
+78.7%
-173.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.6% | +5.4% |
| 7D | 0.0% | +0.5% | -0.5% | -0.5% |
| 30D | -11.5% | -0.9% | -10.6% | -11.0% |
| 3M | -30.6% | +3.9% | -34.4% | -32.4% |
| 6M | -35.9% | +14.5% | -50.4% | -41.5% |
| YTD | -63.0% | +12.9% | -75.9% | -66.0% |
| 1Y | -29.4% | +19.4% | -48.7% | -37.9% |
| 3Y | -95.2% | +78.5% | -173.6% | -95.5% |
| All | -95.2% | +78.7% | -173.9% | -95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling