+141.3%
CPAC vs SPY
+311.3%
-170.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | +1.5% | +0.5% | +0.9% | +1.4% |
| 30D | +6.7% | -0.9% | +7.7% | +6.9% |
| 3M | +20.9% | +3.9% | +17.0% | +20.1% |
| 6M | +19.8% | +14.5% | +5.2% | +16.8% |
| YTD | +20.4% | +12.9% | +7.5% | +17.7% |
| 1Y | +91.9% | +19.4% | +72.5% | +85.7% |
| 3Y | +198.2% | +78.5% | +119.7% | +165.0% |
| 5Y | +201.8% | +81.8% | +120.0% | +166.1% |
| 10Y | +141.3% | +311.5% | -170.2% | +95.2% |
| All | +141.3% | +311.3% | -170.0% | +95.2% |
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