+155.6%
CAPL vs SPY
+311.3%
-155.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -1.1% | +0.5% | -1.7% | -1.5% |
| 30D | +7.4% | -0.9% | +8.4% | +8.0% |
| 3M | +5.3% | +3.9% | +1.4% | +2.7% |
| 6M | +7.5% | +14.5% | -7.0% | -1.4% |
| YTD | +20.0% | +12.9% | +7.1% | +10.8% |
| 1Y | +24.0% | +19.4% | +4.6% | +10.4% |
| 3Y | +57.2% | +78.5% | -21.3% | +5.7% |
| 5Y | +93.6% | +81.8% | +11.9% | +26.1% |
| 10Y | +155.6% | +311.5% | -155.9% | +1.1% |
| All | +155.6% | +311.3% | -155.7% | +1.1% |
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