+336.1%
CAPL vs SPY
+587.7%
-251.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +7.7% | +0.1% | +7.6% | +7.6% |
| 3M | +7.6% | +2.0% | +5.6% | +6.0% |
| 6M | +12.4% | +13.0% | -0.6% | +4.1% |
| YTD | +19.3% | +13.5% | +5.7% | +9.9% |
| 1Y | +20.0% | +20.0% | 0.0% | +6.7% |
| 3Y | +54.6% | +77.2% | -22.6% | +5.7% |
| 5Y | +91.4% | +81.9% | +9.5% | +26.3% |
| 10Y | +151.7% | +314.1% | -162.3% | -1.0% |
| All | +336.1% | +587.7% | -251.6% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling