-100.0%
YCBD vs SPY
+236.5%
-336.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +1.1% | +3.3% | -2.2% | -2.3% |
| 30D | +10.5% | -2.7% | +13.2% | +13.3% |
| 3M | -34.4% | -1.7% | -32.6% | -33.5% |
| 6M | -49.9% | +3.1% | -53.0% | -51.5% |
| YTD | -70.9% | +11.9% | -82.8% | -74.0% |
| 1Y | -49.3% | +12.0% | -61.3% | -55.2% |
| 3Y | -93.1% | +78.2% | -171.3% | -96.2% |
| 5Y | -99.9% | +73.2% | -173.2% | -100.0% |
| All | -100.0% | +236.5% | -336.5% | -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