+819.0%
SPYM vs CNC
+1,023.9%
-204.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.4% | -4.9% | +4.5% | +0.4% |
| 30D | -1.4% | -3.8% | +2.4% | -0.9% |
| 3M | +3.7% | -3.2% | +7.0% | +4.0% |
| 6M | +13.0% | +47.9% | -34.8% | +5.2% |
| YTD | +12.5% | +55.7% | -43.2% | +3.5% |
| 1Y | +18.6% | +106.2% | -87.6% | +3.6% |
| 3Y | +78.0% | -2.1% | +80.1% | +69.2% |
| 5Y | +82.3% | +3.4% | +78.9% | +69.7% |
| 10Y | +322.9% | +91.7% | +231.2% | +249.0% |
| All | +819.0% | +1,023.9% | -204.9% | +445.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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