+12,000.8%
CP vs SPY
+3,091.8%
+8,909.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +0.2% | +0.1% | +0.1% | +0.1% |
| 3M | +2.6% | +2.0% | +0.6% | +0.4% |
| 6M | +6.0% | +13.0% | -7.0% | -5.3% |
| YTD | +24.9% | +13.5% | +11.4% | +11.1% |
| 1Y | +20.1% | +20.0% | +0.1% | +1.5% |
| 3Y | +16.4% | +77.2% | -60.8% | -31.3% |
| 5Y | +31.7% | +81.9% | -50.1% | -24.5% |
| 10Y | +223.9% | +314.1% | -90.2% | -10.2% |
| All | +12,000.8% | +3,091.8% | +8,909.0% | +614.1% |
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