+250.9%
CP vs SPY
+312.9%
-61.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -2.0% |
| 7D | +2.8% | -2.7% | +5.5% | +5.2% |
| 30D | +10.2% | -5.4% | +15.6% | +15.5% |
| 3M | +2.4% | -4.1% | +6.4% | +5.9% |
| 6M | +7.7% | +0.7% | +7.0% | +6.2% |
| YTD | +26.0% | +8.7% | +17.3% | +15.8% |
| 1Y | +34.6% | +10.9% | +23.8% | +21.5% |
| 3Y | +26.7% | +75.0% | -48.3% | -26.4% |
| 5Y | +24.9% | +67.8% | -42.9% | -25.0% |
| All | +250.9% | +312.9% | -61.9% | -13.3% |
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