+58.7%
CPER vs SPY
+697.0%
-638.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -2.2% | +0.1% | -2.3% | -2.2% |
| 3M | +0.6% | +2.0% | -1.4% | -0.4% |
| 6M | +11.1% | +13.0% | -1.9% | +4.9% |
| YTD | +14.3% | +13.5% | +0.7% | +7.7% |
| 1Y | +42.3% | +20.0% | +22.3% | +30.8% |
| 3Y | +68.5% | +77.2% | -8.7% | +28.7% |
| 5Y | +51.0% | +81.9% | -30.9% | +13.0% |
| 10Y | +191.6% | +314.1% | -122.5% | +45.5% |
| All | +58.7% | +697.0% | -638.4% | -48.1% |
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