+152.6%
CPAC vs SPY
+315.0%
-162.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | +0.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +4.3% | -3.3% | +7.6% | +4.9% |
| 3M | +8.8% | -2.4% | +11.3% | +9.2% |
| 6M | +20.2% | +2.6% | +17.6% | +19.5% |
| YTD | +22.8% | +11.2% | +11.6% | +20.3% |
| 1Y | +75.3% | +13.4% | +62.0% | +71.1% |
| 3Y | +197.7% | +79.9% | +117.8% | +163.5% |
| 5Y | +164.3% | +72.2% | +92.1% | +135.1% |
| 10Y | +152.6% | +307.3% | -154.7% | +98.9% |
| All | +152.6% | +315.0% | -162.4% | +98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling