+98.4%
SPYG vs CPB
-40.6%
+139.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.3% |
| 7D | +0.3% | -8.0% | +8.3% | -0.4% |
| 30D | -1.7% | -2.4% | +0.7% | -1.9% |
| 3M | +3.6% | +0.5% | +3.1% | +3.9% |
| 6M | +16.6% | -10.5% | +27.1% | +15.9% |
| YTD | +13.4% | -17.5% | +30.9% | +12.2% |
| 1Y | +19.6% | -31.0% | +50.6% | +17.2% |
| All | +98.4% | -40.6% | +139.0% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling