+361.2%
SPYM vs CFG
+358.2%
+3.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -0.6% | +0.7% | -1.3% | -0.7% |
| 30D | -3.7% | +2.8% | -6.4% | -4.5% |
| 3M | -2.7% | -10.1% | +7.4% | +0.3% |
| 6M | +2.2% | +3.2% | -1.0% | +0.9% |
| YTD | +10.9% | +14.2% | -3.3% | +5.8% |
| 1Y | +11.3% | +27.4% | -16.1% | +2.7% |
| 3Y | +76.8% | +187.6% | -110.7% | +24.7% |
| 5Y | +73.5% | +65.7% | +7.8% | +40.9% |
| 10Y | +307.9% | +219.7% | +88.3% | +145.1% |
| All | +361.2% | +358.2% | +3.0% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling