+149.4%
CPAC vs SPY
+596.3%
-446.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -0.2% | -2.7% | +2.5% | +0.4% |
| 30D | +4.2% | -5.4% | +9.6% | +5.5% |
| 3M | +6.7% | -4.1% | +10.8% | +7.7% |
| 6M | +21.4% | +0.7% | +20.6% | +20.9% |
| YTD | +22.2% | +8.7% | +13.5% | +19.4% |
| 1Y | +75.6% | +10.9% | +64.7% | +70.8% |
| 3Y | +203.0% | +75.0% | +128.0% | +159.5% |
| 5Y | +180.2% | +67.8% | +112.5% | +141.5% |
| 10Y | +151.3% | +312.9% | -161.6% | +53.6% |
| All | +149.4% | +596.3% | -446.9% | +18.8% |
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