+256.9%
CP vs SPYG
+400.9%
-143.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.2% |
| 7D | -0.7% | -1.5% | +0.8% | +0.1% |
| 30D | +9.6% | -7.2% | +16.8% | +14.8% |
| 3M | +2.2% | -4.6% | +6.9% | +5.0% |
| 6M | +11.1% | -1.2% | +12.3% | +10.6% |
| YTD | +28.2% | +9.3% | +18.9% | +18.3% |
| 1Y | +32.2% | +8.8% | +23.3% | +22.2% |
| 3Y | +35.5% | +93.3% | -57.8% | -20.6% |
| 5Y | +26.8% | +71.7% | -44.9% | -19.8% |
| 10Y | +256.9% | +399.8% | -142.9% | -12.7% |
| All | +256.9% | +400.9% | -143.9% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling