+528.0%
SPYG vs CPB
+96.1%
+431.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.6% |
| 7D | +2.3% | -1.6% | +3.9% | +2.6% |
| 30D | -6.5% | +19.2% | -25.7% | -10.1% |
| 3M | -6.8% | -0.9% | -5.9% | -7.2% |
| 6M | -3.1% | +15.2% | -18.4% | -7.2% |
| YTD | +8.0% | -13.1% | +21.1% | +9.8% |
| 1Y | +10.2% | -22.4% | +32.7% | +15.0% |
| 3Y | +91.0% | -35.3% | +126.3% | +103.3% |
| 5Y | +67.7% | -33.0% | +100.7% | +73.8% |
| 10Y | +393.9% | -39.2% | +433.0% | +403.9% |
| All | +528.0% | +96.1% | +431.9% | +272.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling