+223.6%
CP vs SPYG
+420.3%
-196.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -0.8% |
| 7D | -2.7% | -1.8% | -0.9% | -1.5% |
| 30D | -3.4% | -1.9% | -1.4% | -2.0% |
| 3M | -0.6% | +5.2% | -5.8% | -4.6% |
| 6M | +6.3% | +15.6% | -9.3% | -4.8% |
| YTD | +21.2% | +12.4% | +8.8% | +10.3% |
| 1Y | +20.0% | +17.5% | +2.6% | +5.5% |
| 3Y | +18.7% | +98.1% | -79.4% | -31.3% |
| 5Y | +34.8% | +84.9% | -50.2% | -19.3% |
| All | +223.6% | +420.3% | -196.7% | -21.2% |
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