+11.2%
SPYG vs CPB
-18.4%
+29.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.7% | +2.1% |
| 7D | -2.8% | +13.0% | -15.7% | -0.9% |
| 30D | -6.2% | +20.5% | -26.7% | -3.3% |
| 3M | -3.6% | +2.2% | -5.8% | -2.6% |
| 6M | +4.8% | +15.4% | -10.6% | +7.7% |
| YTD | +11.0% | -12.3% | +23.3% | +10.2% |
| 1Y | +11.2% | -18.0% | +29.2% | +9.4% |
| All | +11.2% | -18.4% | +29.7% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling