+12.5%
SPYM vs CPB
-23.3%
+35.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.2% |
| 7D | -0.9% | -4.1% | +3.2% | -1.1% |
| 30D | -2.4% | +16.9% | -19.3% | -1.4% |
| 3M | -1.1% | -0.6% | -0.6% | -0.9% |
| 6M | +3.3% | +11.4% | -8.1% | +4.2% |
| YTD | +12.4% | -14.8% | +27.2% | +11.8% |
| 1Y | +12.5% | -24.8% | +37.3% | +11.0% |
| All | +12.5% | -23.3% | +35.8% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling