CBC vs SPY: Returns, Risk & Full Comparison | Redstone

CBC vs SPY: Returns, Risk & Full Comparison | Redstone

Performance

CBC+45.49%SPY+13.70%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
CBC	+0.51%	+40.13%	—	—	—	—
SPY	-1.11%	+11.72%	+13.70%	+10.77%	-9.13%	0.73

Current Drawdown

CBC-0.27%SPY-2.03%

Rolling Volatility

CBC+0.95%SPY+0.63%

METRICS

Correlation Matrix

	CBC	SPY
CBC	1.00	0.24
SPY	0.24	1.00

Metrics

Risk Indicators

CBCSPY

Alpha

—

0.00%

Beta

—

1.00x

Sharpe

—

0.73

Sortino

—

1.07

Omega

—

1.13

Calmar

—

1.50

Martin

—

4.19

Comparisons

More CBC comparisons

More SPY comparisons