+129.3%
CAPL vs SPY
+311.8%
-182.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.1% |
| 7D | 0.0% | -0.9% | +0.9% | +0.5% |
| 30D | -3.7% | -2.4% | -1.4% | -2.5% |
| 3M | -7.5% | -1.2% | -6.4% | -7.1% |
| 6M | -6.2% | +3.3% | -9.5% | -8.5% |
| YTD | +8.3% | +12.3% | -4.0% | +0.1% |
| 1Y | +7.7% | +12.4% | -4.8% | -0.7% |
| 3Y | +23.2% | +78.8% | -55.6% | -17.6% |
| 5Y | +64.5% | +75.2% | -10.6% | +9.8% |
| 10Y | +129.3% | +311.1% | -181.8% | -13.9% |
| All | +129.3% | +311.8% | -182.4% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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