+84.6%
SPYG vs CPB
-38.5%
+123.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.4% |
| 7D | +1.2% | -8.2% | +9.4% | +1.0% |
| 30D | -1.6% | -5.6% | +4.0% | -1.7% |
| 3M | +3.4% | +3.0% | +0.4% | +3.4% |
| 6M | +18.9% | -12.7% | +31.6% | +18.8% |
| YTD | +13.8% | -18.0% | +31.8% | +13.7% |
| 1Y | +20.6% | -31.7% | +52.3% | +20.8% |
| 3Y | +100.5% | -41.0% | +141.5% | +99.1% |
| 5Y | +84.6% | -38.4% | +123.0% | +87.2% |
| All | +84.6% | -38.5% | +123.1% | +87.2% |
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