+811.4%
SPYM vs CAG
+75.5%
+735.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | +2.6% | -3.3% | +5.9% | +3.3% |
| 30D | -2.0% | +7.7% | -9.7% | -3.9% |
| 3M | -2.8% | -3.2% | +0.4% | -2.5% |
| 6M | +2.2% | +7.0% | -4.8% | -0.4% |
| YTD | +11.5% | -9.0% | +20.5% | +12.3% |
| 1Y | +13.5% | -9.6% | +23.1% | +14.4% |
| 3Y | +78.0% | -36.0% | +114.0% | +92.5% |
| 5Y | +73.1% | -40.9% | +114.0% | +89.4% |
| 10Y | +310.9% | -37.3% | +348.2% | +320.1% |
| All | +811.4% | +75.5% | +735.9% | +491.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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