+828.4%
SPYM vs CAG
+82.3%
+746.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +0.1% | -3.8% | +3.9% | +1.0% |
| 30D | +0.1% | +3.1% | -3.1% | -0.8% |
| 3M | +2.0% | +23.5% | -21.4% | -3.4% |
| 6M | +13.1% | -14.8% | +27.9% | +16.7% |
| YTD | +13.6% | -5.4% | +19.1% | +13.9% |
| 1Y | +20.1% | -11.8% | +31.9% | +22.1% |
| 3Y | +77.6% | -36.7% | +114.2% | +93.5% |
| 5Y | +82.5% | -40.3% | +122.8% | +100.2% |
| 10Y | +317.6% | -37.0% | +354.6% | +328.2% |
| All | +828.4% | +82.3% | +746.1% | +499.3% |
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