+78.9%
SPYM vs CP
+20.4%
+58.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | +0.6% | +2.4% | -1.8% | -0.1% |
| 30D | -0.9% | -0.5% | -0.4% | -0.8% |
| 3M | +3.9% | +1.4% | +2.5% | +3.2% |
| 6M | +14.5% | +10.3% | +4.2% | +10.6% |
| YTD | +13.0% | +24.3% | -11.3% | +4.7% |
| 1Y | +19.4% | +20.4% | -1.0% | +11.7% |
| 3Y | +78.9% | +21.8% | +57.1% | +63.8% |
| All | +78.9% | +20.4% | +58.5% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling