+0.4%
CPAG vs SPY
+20.0%
-19.6%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -0.9% | -2.0% | +1.1% | -0.7% |
| 30D | -1.1% | -1.7% | +0.6% | -0.9% |
| 3M | -1.5% | +4.7% | -6.3% | -2.0% |
| 6M | -2.4% | +12.5% | -14.9% | -3.6% |
| YTD | -1.8% | +11.7% | -13.5% | -2.9% |
| 1Y | -1.3% | +17.5% | -18.8% | -3.2% |
| All | +0.4% | +20.0% | -19.6% | -1.9% |
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 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