+114.5%
CPF vs SPY
+311.3%
-196.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | +2.2% | +0.5% | +1.6% | +1.6% |
| 30D | -2.3% | -0.9% | -1.4% | -1.4% |
| 3M | +7.7% | +3.9% | +3.8% | +3.2% |
| 6M | +21.7% | +14.5% | +7.1% | +5.3% |
| YTD | +24.0% | +12.9% | +11.1% | +8.8% |
| 1Y | +26.1% | +19.4% | +6.7% | +4.3% |
| 3Y | +159.7% | +78.5% | +81.2% | +39.3% |
| 5Y | +96.8% | +81.8% | +15.0% | +2.3% |
| 10Y | +114.5% | +311.5% | -197.0% | -58.9% |
| All | +114.5% | +311.3% | -196.8% | -58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling