+815.1%
SPYM vs CAG
+73.3%
+741.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | +3.3% | -6.2% | +9.5% | +4.8% |
| 30D | -2.6% | +7.4% | -10.1% | -4.5% |
| 3M | -1.7% | -1.6% | -0.1% | -1.9% |
| 6M | +3.1% | +6.3% | -3.2% | +0.7% |
| YTD | +12.0% | -10.1% | +22.1% | +13.1% |
| 1Y | +12.1% | -10.2% | +22.3% | +13.2% |
| 3Y | +78.5% | -37.3% | +115.9% | +94.1% |
| 5Y | +73.8% | -41.6% | +115.4% | +90.7% |
| 10Y | +312.5% | -38.1% | +350.6% | +323.0% |
| All | +815.1% | +73.3% | +741.8% | +495.2% |
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