+431.0%
CPIX vs SPY
+78.7%
+352.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.4% | +8.7% | +8.5% |
| 7D | +32.3% | +3.3% | +29.0% | +30.0% |
| 30D | -7.5% | -2.7% | -4.8% | -6.6% |
| 3M | -16.2% | -1.7% | -14.4% | -15.9% |
| 6M | +88.7% | +3.1% | +85.7% | +83.7% |
| YTD | +114.8% | +11.9% | +102.9% | +97.9% |
| 1Y | +299.5% | +12.0% | +287.5% | +267.9% |
| All | +431.0% | +78.7% | +352.3% | +269.8% |
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