+78.8%
CPAC vs SPY
+11.8%
+67.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +1.6% | +3.3% | -1.7% | +1.5% |
| 30D | +5.4% | -2.7% | +8.1% | +5.4% |
| 3M | +8.1% | -1.7% | +9.9% | +8.2% |
| 6M | +21.4% | +3.1% | +18.3% | +21.3% |
| YTD | +24.1% | +11.9% | +12.2% | +17.5% |
| 1Y | +78.8% | +12.0% | +66.9% | +70.0% |
| All | +78.8% | +11.8% | +67.1% | +70.0% |
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