-100.0%
CPHI vs SPY
+945.5%
-1,045.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.7% | -6.9% |
| 7D | -8.2% | -0.4% | -7.9% | -8.0% |
| 30D | -30.4% | -1.4% | -29.0% | -29.8% |
| 3M | +8.3% | +3.7% | +4.6% | +6.5% |
| 6M | +30.0% | +13.0% | +17.0% | +22.4% |
| YTD | -35.5% | +12.4% | -47.9% | -39.0% |
| 1Y | -56.9% | +18.5% | -75.4% | -60.4% |
| 3Y | -88.9% | +77.6% | -166.5% | -91.8% |
| 5Y | -99.8% | +81.7% | -181.5% | -99.8% |
| 10Y | -99.4% | +319.7% | -419.0% | -99.7% |
| All | -100.0% | +945.5% | -1,045.5% | -100.0% |
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