+31.5%
CP vs SPYG
+84.3%
-52.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +2.4% | +1.2% | +1.2% | +1.8% |
| 30D | -0.5% | -1.6% | +1.0% | +0.3% |
| 3M | +1.4% | +3.4% | -1.9% | -0.7% |
| 6M | +10.3% | +18.9% | -8.6% | -0.1% |
| YTD | +24.3% | +13.8% | +10.5% | +15.1% |
| 1Y | +20.4% | +20.6% | -0.1% | +7.6% |
| 3Y | +21.8% | +100.5% | -78.7% | -20.8% |
| 5Y | +31.5% | +84.6% | -53.1% | -14.4% |
| All | +31.5% | +84.3% | -52.8% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling