+788.7%
SPYM vs CP
+1,335.2%
-546.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | -2.7% | +2.8% | -5.5% | -3.7% |
| 30D | -5.4% | +10.2% | -15.6% | -8.8% |
| 3M | -4.1% | +2.4% | -6.4% | -5.1% |
| 6M | +0.8% | +7.7% | -6.9% | -2.5% |
| YTD | +8.8% | +26.0% | -17.2% | -1.3% |
| 1Y | +11.0% | +34.6% | -23.7% | -1.9% |
| 3Y | +75.5% | +26.7% | +48.8% | +56.5% |
| 5Y | +68.4% | +24.9% | +43.5% | +49.4% |
| 10Y | +316.1% | +258.6% | +57.5% | +147.5% |
| All | +788.7% | +1,335.2% | -546.5% | +202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling