+43.8%
CKX vs SPY
+308.5%
-264.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +51.6% | +3.3% | +48.3% | +51.0% |
| 30D | +48.2% | -2.7% | +50.9% | +48.6% |
| 3M | +45.3% | -1.7% | +47.1% | +45.6% |
| 6M | +46.8% | +3.1% | +43.7% | +46.2% |
| YTD | +73.1% | +11.9% | +61.2% | +71.0% |
| 1Y | +53.6% | +12.0% | +41.7% | +51.7% |
| 3Y | +27.2% | +78.2% | -50.9% | +18.6% |
| 5Y | +31.0% | +73.2% | -42.2% | +22.2% |
| All | +43.8% | +308.5% | -264.7% | +10.9% |
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