-89.9%
CPHI vs SPY
+77.0%
-166.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.5% |
| 7D | -7.3% | -0.8% | -6.6% | -6.1% |
| 30D | -33.9% | -1.1% | -32.9% | -32.8% |
| 3M | -1.3% | +3.9% | -5.2% | -5.5% |
| 6M | +22.6% | +13.6% | +9.0% | +9.9% |
| YTD | -37.2% | +12.7% | -49.9% | -43.2% |
| 1Y | -59.8% | +17.5% | -77.3% | -64.7% |
| 3Y | -89.9% | +76.9% | -166.8% | -94.9% |
| All | -89.9% | +77.0% | -166.9% | -94.9% |
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 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