+5,032.2%
CP vs SPYG
+533.7%
+4,498.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +0.9% | +4.2% | -3.3% | -2.1% |
| 30D | +10.3% | -7.4% | +17.8% | +16.1% |
| 3M | +2.3% | -5.3% | +7.6% | +5.7% |
| 6M | +10.7% | -1.2% | +11.9% | +10.1% |
| YTD | +29.3% | +9.0% | +20.3% | +19.2% |
| 1Y | +31.5% | +8.8% | +22.7% | +21.2% |
| 3Y | +36.7% | +92.8% | -56.1% | -19.6% |
| 5Y | +26.8% | +69.3% | -42.5% | -19.5% |
| 10Y | +260.1% | +398.4% | -138.3% | +0.3% |
| All | +5,032.2% | +533.7% | +4,498.5% | +712.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling