+322.9%
SPYM vs CFG
+308.1%
+14.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | -1.4% | -4.5% | +3.2% | 0.0% |
| 3M | +3.7% | +6.3% | -2.6% | +1.6% |
| 6M | +13.0% | +20.6% | -7.6% | +6.5% |
| YTD | +12.5% | +21.2% | -8.8% | +5.5% |
| 1Y | +18.6% | +38.2% | -19.6% | +6.6% |
| 3Y | +78.0% | +185.9% | -107.9% | +25.4% |
| 5Y | +82.3% | +97.0% | -14.7% | +40.4% |
| 10Y | +322.9% | +306.8% | +16.0% | +145.5% |
| All | +322.9% | +308.1% | +14.7% | +145.5% |
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