+286.3%
CAPL vs SPY
+558.2%
-271.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | -10.1% | -2.7% | -7.4% | -8.7% |
| 30D | -6.0% | -5.4% | -0.6% | -3.1% |
| 3M | -6.7% | -4.1% | -2.6% | -4.6% |
| 6M | +0.1% | +0.7% | -0.6% | -0.8% |
| YTD | +5.6% | +8.7% | -3.0% | -0.3% |
| 1Y | +6.0% | +10.9% | -4.9% | -1.2% |
| 3Y | +18.7% | +75.0% | -56.3% | -18.5% |
| 5Y | +57.6% | +67.8% | -10.2% | +9.6% |
| 10Y | +117.6% | +312.9% | -195.2% | -14.2% |
| All | +286.3% | +558.2% | -271.9% | +23.1% |
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 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