+124.6%
CPA vs SPY
+72.1%
+52.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | -1.4% | +2.6% | -3.9% | -3.9% |
| 30D | +7.5% | -2.0% | +9.5% | +9.7% |
| 3M | +4.7% | -2.8% | +7.5% | +8.0% |
| 6M | +25.7% | +2.1% | +23.6% | +23.7% |
| YTD | +21.2% | +11.5% | +9.7% | +9.8% |
| 1Y | +18.0% | +13.5% | +4.6% | +5.3% |
| 3Y | +91.4% | +77.7% | +13.7% | +6.9% |
| All | +124.6% | +72.1% | +52.5% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling