-100.0%
YCBD vs SPY
+241.5%
-341.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.7% |
| 7D | -4.8% | +0.1% | -4.9% | -5.0% |
| 30D | -19.3% | +0.1% | -19.4% | -19.4% |
| 3M | -36.5% | +2.0% | -38.5% | -37.8% |
| 6M | -38.0% | +13.0% | -51.0% | -44.9% |
| YTD | -64.7% | +13.5% | -78.3% | -68.8% |
| 1Y | -33.9% | +20.0% | -53.9% | -45.0% |
| 3Y | -94.7% | +77.2% | -171.9% | -97.1% |
| 5Y | -99.9% | +81.9% | -181.8% | -100.0% |
| All | -100.0% | +241.5% | -341.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling