+13.5%
SPYM vs CB
+28.5%
-15.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.2% |
| 7D | +2.6% | +2.9% | -0.4% | +3.0% |
| 30D | -2.0% | +7.3% | -9.3% | -0.8% |
| 3M | -2.8% | +9.4% | -12.2% | -1.2% |
| 6M | +2.2% | +19.6% | -17.5% | +5.5% |
| YTD | +11.5% | +21.5% | -9.9% | +15.6% |
| 1Y | +13.5% | +28.0% | -14.5% | +18.8% |
| All | +13.5% | +28.5% | -15.0% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling