-99.9%
YCBD vs SPY
+79.8%
-179.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.3% |
| 7D | -0.6% | -2.0% | +1.4% | +1.1% |
| 30D | -18.3% | -1.7% | -16.6% | -17.2% |
| 3M | -30.9% | +4.7% | -35.7% | -33.6% |
| 6M | -28.7% | +12.5% | -41.2% | -34.9% |
| YTD | -64.6% | +11.7% | -76.3% | -67.6% |
| 1Y | -29.9% | +17.5% | -47.4% | -38.7% |
| 3Y | -95.4% | +76.6% | -171.9% | -97.1% |
| 5Y | -99.9% | +82.0% | -182.0% | -100.0% |
| All | -99.9% | +79.8% | -179.7% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling