+65.3%
CPER vs SPY
+77.0%
-11.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -2.0% | -0.6% | -1.4% | -1.6% |
| 30D | -6.4% | -3.7% | -2.7% | -3.8% |
| 3M | -6.1% | -2.7% | -3.3% | -4.1% |
| 6M | -1.4% | +2.2% | -3.6% | -2.7% |
| YTD | +8.0% | +10.8% | -2.9% | +1.0% |
| 1Y | +19.4% | +11.2% | +8.2% | +11.5% |
| All | +65.3% | +77.0% | -11.7% | +12.5% |
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 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