-33.3%
CPF vs SPY
+3,091.8%
-3,125.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | -3.0% | +0.1% | -3.0% | -3.1% |
| 3M | +10.7% | +2.0% | +8.7% | +8.1% |
| 6M | +20.7% | +13.0% | +7.7% | +6.6% |
| YTD | +25.7% | +13.5% | +12.1% | +10.4% |
| 1Y | +25.6% | +20.0% | +5.7% | +4.4% |
| 3Y | +146.6% | +77.2% | +69.4% | +39.0% |
| 5Y | +93.2% | +81.9% | +11.3% | +4.9% |
| 10Y | +116.5% | +314.1% | -197.5% | -45.5% |
| All | -33.3% | +3,091.8% | -3,125.1% | -94.1% |
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