+312.6%
SPYM vs CFG
+214.3%
+98.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +3.3% | +1.6% | +1.7% | +2.8% |
| 30D | -2.6% | +3.3% | -5.9% | -3.6% |
| 3M | -1.7% | -11.5% | +9.8% | +1.8% |
| 6M | +3.1% | +6.2% | -3.1% | +0.9% |
| YTD | +12.0% | +14.3% | -2.3% | +6.8% |
| 1Y | +12.1% | +26.7% | -14.6% | +3.5% |
| 3Y | +78.5% | +187.8% | -109.2% | +25.7% |
| 5Y | +73.8% | +61.3% | +12.6% | +42.3% |
| All | +312.6% | +214.3% | +98.4% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling