+4,858.6%
CP vs SPYG
+564.9%
+4,293.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | -2.7% | +0.4% | -3.0% | -2.9% |
| 30D | +0.2% | -0.4% | +0.6% | +0.5% |
| 3M | +2.6% | +0.5% | +2.0% | +1.4% |
| 6M | +6.0% | +17.5% | -11.5% | -6.7% |
| YTD | +24.9% | +14.3% | +10.6% | +11.9% |
| 1Y | +20.1% | +21.7% | -1.6% | +2.4% |
| 3Y | +16.4% | +98.6% | -82.2% | -32.6% |
| 5Y | +31.7% | +85.1% | -53.4% | -21.3% |
| 10Y | +223.9% | +412.0% | -188.2% | -10.9% |
| All | +4,858.6% | +564.9% | +4,293.8% | +662.6% |
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