+410.2%
SPYG vs CPB
-45.5%
+455.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.5% |
| 7D | -1.8% | -5.4% | +3.6% | -1.4% |
| 30D | -1.9% | -7.8% | +5.9% | -1.4% |
| 3M | +5.2% | -6.9% | +12.1% | +5.5% |
| 6M | +15.6% | -12.2% | +27.7% | +16.5% |
| YTD | +12.4% | -21.1% | +33.5% | +14.3% |
| 1Y | +17.5% | -33.5% | +51.0% | +21.5% |
| 3Y | +98.1% | -43.2% | +141.2% | +106.0% |
| 5Y | +84.9% | -40.9% | +125.8% | +89.8% |
| All | +410.2% | -45.5% | +455.7% | +425.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling