-100.0%
YCBD vs SPY
+235.3%
-335.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.2% |
| 7D | -10.1% | +2.6% | -12.7% | -12.6% |
| 30D | +5.9% | -2.0% | +7.9% | +7.8% |
| 3M | -33.8% | -2.8% | -31.0% | -32.1% |
| 6M | -53.0% | +2.1% | -55.2% | -54.1% |
| YTD | -72.3% | +11.5% | -83.8% | -75.1% |
| 1Y | -49.3% | +13.5% | -62.8% | -55.8% |
| 3Y | -93.2% | +77.7% | -170.9% | -96.3% |
| 5Y | -99.9% | +72.6% | -172.6% | -100.0% |
| All | -100.0% | +235.3% | -335.3% | -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