+809.6%
SPYM vs CP
+1,364.2%
-554.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.6% |
| 7D | +0.1% | +2.8% | -2.7% | -0.9% |
| 30D | -3.3% | +11.3% | -14.7% | -7.2% |
| 3M | -2.4% | +2.9% | -5.3% | -3.6% |
| 6M | +2.6% | +9.8% | -7.2% | -1.4% |
| YTD | +11.3% | +28.5% | -17.2% | +0.3% |
| 1Y | +13.5% | +33.5% | -20.0% | +0.7% |
| 3Y | +80.3% | +31.9% | +48.3% | +58.3% |
| 5Y | +72.7% | +25.5% | +47.2% | +53.0% |
| 10Y | +312.2% | +257.6% | +54.6% | +145.3% |
| All | +809.6% | +1,364.2% | -554.6% | +207.0% |
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