+241.7%
CPIX vs SPY
+75.1%
+166.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +11.3% | -2.7% | +14.0% | +12.6% |
| 30D | -24.2% | -5.4% | -18.8% | -22.2% |
| 3M | -32.0% | -4.1% | -27.9% | -30.9% |
| 6M | +54.0% | +0.7% | +53.3% | +51.8% |
| YTD | +69.1% | +8.7% | +60.5% | +57.9% |
| 1Y | +207.4% | +10.9% | +196.5% | +183.3% |
| 3Y | +241.7% | +75.0% | +166.7% | +78.2% |
| All | +241.7% | +75.1% | +166.6% | +78.2% |
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