+63.1%
CKX vs SPY
+304.1%
-241.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +9.9% | +9.6% |
| 7D | +72.8% | -0.6% | +73.4% | +73.0% |
| 30D | +72.3% | -3.7% | +76.0% | +73.1% |
| 3M | +65.2% | -2.7% | +67.9% | +65.8% |
| 6M | +65.5% | +2.2% | +63.3% | +65.1% |
| YTD | +96.4% | +10.8% | +85.6% | +94.3% |
| 1Y | +65.2% | +11.2% | +53.9% | +63.3% |
| 3Y | +44.3% | +76.5% | -32.1% | +34.8% |
| 5Y | +48.6% | +72.9% | -24.3% | +38.7% |
| 10Y | +63.1% | +304.8% | -241.7% | +26.3% |
| All | +63.1% | +304.1% | -241.0% | +26.3% |
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