+34.6%
CPIX vs SPY
+312.9%
-278.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +11.3% | -2.7% | +14.0% | +12.0% |
| 30D | -24.2% | -5.4% | -18.8% | -23.3% |
| 3M | -32.0% | -4.1% | -27.9% | -31.5% |
| 6M | +54.0% | +0.7% | +53.3% | +53.3% |
| YTD | +69.1% | +8.7% | +60.5% | +64.6% |
| 1Y | +207.4% | +10.9% | +196.5% | +197.5% |
| 3Y | +241.7% | +75.0% | +166.7% | +197.7% |
| 5Y | +151.2% | +67.8% | +83.4% | +119.3% |
| All | +34.6% | +312.9% | -278.2% | -3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling