+77.9%
CPIX vs SPY
+311.3%
-233.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | +0.9% | +0.5% | +0.4% | +0.8% |
| 30D | -15.1% | -0.9% | -14.2% | -14.8% |
| 3M | +45.7% | +3.9% | +41.8% | +44.3% |
| 6M | +143.9% | +14.5% | +129.4% | +134.8% |
| YTD | +114.5% | +12.9% | +101.6% | +107.2% |
| 1Y | +157.9% | +19.4% | +138.6% | +145.4% |
| 3Y | +430.2% | +78.5% | +351.8% | +359.3% |
| 5Y | +212.7% | +81.8% | +131.0% | +168.2% |
| 10Y | +77.9% | +311.5% | -233.7% | +24.1% |
| All | +77.9% | +311.3% | -233.5% | +24.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling