+842.0%
CPA vs SPY
+782.0%
+60.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.7% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | -11.1% | +0.1% | -11.1% | -11.1% |
| 3M | +0.7% | +2.0% | -1.3% | -1.3% |
| 6M | +2.6% | +13.0% | -10.4% | -9.7% |
| YTD | +13.8% | +13.5% | +0.3% | -0.4% |
| 1Y | +17.8% | +20.0% | -2.2% | -3.1% |
| 3Y | +55.6% | +77.2% | -21.6% | -19.3% |
| 5Y | +113.4% | +81.9% | +31.5% | +7.5% |
| 10Y | +130.0% | +314.1% | -184.0% | -52.2% |
| All | +842.0% | +782.0% | +60.0% | -2.5% |
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