+564.9%
SPYG vs CPB
+81.8%
+483.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.6% |
| 7D | +0.4% | -8.6% | +9.0% | +2.2% |
| 30D | -0.4% | -7.2% | +6.8% | +1.0% |
| 3M | +0.5% | +0.9% | -0.3% | -0.3% |
| 6M | +17.5% | -11.8% | +29.3% | +19.7% |
| YTD | +14.3% | -19.4% | +33.8% | +18.6% |
| 1Y | +21.7% | -30.4% | +52.1% | +30.2% |
| 3Y | +98.6% | -40.2% | +138.8% | +115.5% |
| 5Y | +85.1% | -39.5% | +124.6% | +97.0% |
| 10Y | +412.0% | -47.4% | +459.4% | +446.5% |
| All | +564.9% | +81.8% | +483.0% | +302.4% |
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