+12,102.6%
CP vs SPY
+2,954.7%
+9,147.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.4% |
| 3M | +2.4% | -4.1% | +6.4% | +5.9% |
| 6M | +7.7% | +0.7% | +7.0% | +6.3% |
| YTD | +26.0% | +8.7% | +17.3% | +16.1% |
| 1Y | +34.6% | +10.9% | +23.8% | +21.8% |
| 3Y | +26.7% | +75.0% | -48.3% | -24.6% |
| 5Y | +24.9% | +67.8% | -42.9% | -23.4% |
| 10Y | +258.6% | +312.9% | -54.2% | -0.7% |
| All | +12,102.6% | +2,954.7% | +9,147.9% | +646.4% |
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 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