+257.6%
CP vs SPY
+315.0%
-57.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | -0.1% |
| 7D | +2.8% | +0.1% | +2.7% | +2.6% |
| 30D | +11.3% | -3.3% | +14.7% | +14.4% |
| 3M | +2.9% | -2.4% | +5.3% | +4.8% |
| 6M | +9.8% | +2.6% | +7.2% | +6.6% |
| YTD | +28.5% | +11.2% | +17.3% | +15.7% |
| 1Y | +33.5% | +13.4% | +20.1% | +18.1% |
| 3Y | +31.9% | +79.9% | -48.0% | -25.2% |
| 5Y | +25.5% | +72.2% | -46.7% | -26.4% |
| 10Y | +257.6% | +307.3% | -49.8% | -15.4% |
| All | +257.6% | +315.0% | -57.4% | -15.4% |
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