+77.4%
CPER vs SPY
+78.7%
-1.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +3.8% | +0.5% | +3.3% | +3.4% |
| 30D | +1.7% | -0.9% | +2.6% | +2.4% |
| 3M | +5.2% | +3.9% | +1.4% | +2.5% |
| 6M | +13.9% | +14.5% | -0.7% | +4.3% |
| YTD | +16.0% | +12.9% | +3.1% | +7.3% |
| 1Y | +44.7% | +19.4% | +25.4% | +29.9% |
| 3Y | +77.4% | +78.5% | -1.1% | +30.2% |
| All | +77.4% | +78.7% | -1.3% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling