+599.0%
SPYM vs CG
+282.0%
+317.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +2.6% | +0.2% | +2.4% | +2.4% |
| 30D | -2.0% | +11.2% | -13.2% | -5.2% |
| 3M | -2.8% | -22.1% | +19.3% | +4.1% |
| 6M | +2.2% | -17.9% | +20.1% | +7.2% |
| YTD | +11.5% | -31.3% | +42.8% | +22.4% |
| 1Y | +13.5% | -24.0% | +37.5% | +20.7% |
| 3Y | +78.0% | +45.0% | +33.1% | +50.3% |
| 5Y | +73.1% | -22.6% | +95.8% | +69.7% |
| 10Y | +310.9% | +282.1% | +28.7% | +160.4% |
| All | +599.0% | +282.0% | +317.0% | +335.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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