-33.1%
CPF vs SPY
+2,954.7%
-2,987.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.6% |
| 7D | +0.8% | -2.7% | +3.5% | +3.4% |
| 30D | +7.0% | -5.4% | +12.3% | +12.6% |
| 3M | -1.7% | -4.1% | +2.4% | +2.0% |
| 6M | +11.8% | +0.7% | +11.1% | +10.3% |
| YTD | +26.0% | +8.7% | +17.4% | +15.2% |
| 1Y | +37.2% | +10.9% | +26.3% | +22.8% |
| 3Y | +149.6% | +75.0% | +74.6% | +41.9% |
| 5Y | +65.9% | +67.8% | -1.9% | -2.9% |
| 10Y | +122.8% | +312.9% | -190.0% | -43.9% |
| All | -33.1% | +2,954.7% | -2,987.8% | -93.9% |
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