+576.6%
SPMO vs CAG
-29.0%
+605.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +3.4% | -5.3% | +8.7% | +3.9% |
| 30D | +0.5% | +1.0% | -0.5% | +0.4% |
| 3M | +1.9% | +17.4% | -15.5% | -0.2% |
| 6M | +27.8% | -16.8% | +44.6% | +30.6% |
| YTD | +26.7% | -6.8% | +33.4% | +27.2% |
| 1Y | +28.9% | -15.4% | +44.3% | +31.0% |
| 3Y | +160.7% | -37.1% | +197.8% | +173.7% |
| 5Y | +150.2% | -41.3% | +191.4% | +165.1% |
| 10Y | +517.5% | -35.5% | +553.0% | +526.2% |
| All | +576.6% | -29.0% | +605.6% | +584.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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