+201.8%
CPAC vs SPY
+82.0%
+119.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +5.6% | +0.1% | +5.6% | +5.6% |
| 3M | +21.6% | +2.0% | +19.6% | +21.3% |
| 6M | +19.1% | +13.0% | +6.0% | +16.9% |
| YTD | +21.1% | +13.5% | +7.6% | +18.8% |
| 1Y | +87.5% | +20.0% | +67.6% | +82.7% |
| 3Y | +191.3% | +77.2% | +114.1% | +163.4% |
| All | +201.8% | +82.0% | +119.8% | +174.5% |
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 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