+67.8%
SPYG vs CPB
-33.2%
+101.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -0.8% |
| 7D | +2.3% | -1.6% | +3.9% | +2.3% |
| 30D | -6.5% | +19.2% | -25.7% | -5.7% |
| 3M | -6.8% | -0.9% | -5.9% | -6.6% |
| 6M | -3.1% | +15.2% | -18.4% | -2.5% |
| YTD | +8.0% | -13.1% | +21.1% | +8.4% |
| 1Y | +10.2% | -22.4% | +32.7% | +10.7% |
| 3Y | +91.0% | -35.3% | +126.3% | +89.6% |
| All | +67.8% | -33.2% | +101.1% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling