+336.6%
CKX vs SPY
+786.5%
-450.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +2.7% | +0.1% | +2.6% | +2.7% |
| 3M | +1.6% | +2.0% | -0.4% | +1.3% |
| 6M | +0.6% | +13.0% | -12.4% | -0.8% |
| YTD | +21.5% | +13.5% | +8.0% | +19.7% |
| 1Y | -7.6% | +20.0% | -27.6% | -9.6% |
| 3Y | -10.0% | +77.2% | -87.2% | -16.1% |
| 5Y | -1.0% | +81.9% | -82.9% | -8.4% |
| 10Y | +10.1% | +314.1% | -303.9% | -9.2% |
| All | +336.6% | +786.5% | -450.0% | +179.5% |
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