+23.8%
CPA vs SPY
+14.6%
+9.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.5% | +4.1% |
| 7D | +12.3% | -0.7% | +13.0% | +13.8% |
| 30D | +7.7% | -1.0% | +8.7% | +9.8% |
| 3M | +0.8% | -0.3% | +1.2% | +1.6% |
| 6M | +34.8% | +7.3% | +27.5% | +18.5% |
| YTD | +25.5% | +13.3% | +12.2% | -0.4% |
| 1Y | +23.8% | +14.8% | +9.1% | -4.4% |
| All | +23.8% | +14.6% | +9.2% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling