+250.7%
CP vs SPY
+304.1%
-53.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +2.8% | -0.6% | +3.4% | +3.2% |
| 30D | +11.0% | -3.7% | +14.7% | +14.5% |
| 3M | +3.8% | -2.7% | +6.6% | +6.2% |
| 6M | +9.5% | +2.2% | +7.3% | +6.6% |
| YTD | +28.2% | +10.8% | +17.4% | +15.8% |
| 1Y | +33.0% | +11.2% | +21.7% | +19.7% |
| 3Y | +35.5% | +76.5% | -40.9% | -21.7% |
| 5Y | +25.8% | +72.9% | -47.2% | -26.6% |
| 10Y | +250.7% | +304.8% | -54.1% | -16.0% |
| All | +250.7% | +304.1% | -53.4% | -16.0% |
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