+313.9%
SPYM vs CPB
-40.1%
+354.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | -0.9% | -4.1% | +3.2% | -0.5% |
| 30D | -2.4% | +16.9% | -19.3% | -4.1% |
| 3M | -1.1% | -0.6% | -0.6% | -1.3% |
| 6M | +3.3% | +11.4% | -8.1% | +1.5% |
| YTD | +12.4% | -14.8% | +27.2% | +14.0% |
| 1Y | +12.5% | -24.8% | +37.3% | +16.0% |
| 3Y | +79.1% | -36.6% | +115.7% | +87.0% |
| 5Y | +75.7% | -33.3% | +109.0% | +80.4% |
| 10Y | +313.9% | -40.4% | +354.2% | +327.7% |
| All | +313.9% | -40.1% | +354.0% | +327.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling