+12.1%
SPYM vs CPB
-25.8%
+37.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.4% |
| 7D | +3.3% | -5.8% | +9.1% | +2.9% |
| 30D | -2.6% | +16.5% | -19.1% | -1.8% |
| 3M | -1.7% | -1.1% | -0.6% | -1.5% |
| 6M | +3.1% | +11.5% | -8.3% | +4.0% |
| YTD | +12.0% | -15.7% | +27.7% | +11.3% |
| 1Y | +12.1% | -24.7% | +36.8% | +10.7% |
| All | +12.1% | -25.8% | +37.9% | +10.7% |
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 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