+109.9%
SPYM vs CPNG
-76.2%
+186.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.4% |
| 7D | -0.8% | -1.1% | +0.3% | -0.6% |
| 30D | -1.1% | -7.4% | +6.3% | -0.1% |
| 3M | +3.9% | -12.3% | +16.2% | +5.4% |
| 6M | +13.6% | -19.4% | +33.1% | +15.9% |
| YTD | +12.7% | -35.9% | +48.6% | +18.3% |
| 1Y | +17.6% | -53.4% | +71.0% | +28.8% |
| 3Y | +77.2% | -20.0% | +97.2% | +77.6% |
| 5Y | +84.1% | -49.6% | +133.7% | +79.8% |
| All | +109.9% | -76.2% | +186.1% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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