+179.8%
CPIX vs SPY
+72.1%
+107.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.4% | -10.9% | -11.2% |
| 7D | +12.6% | +2.6% | +10.0% | +11.6% |
| 30D | -21.5% | -2.0% | -19.5% | -21.2% |
| 3M | -25.6% | -2.8% | -22.8% | -25.0% |
| 6M | +56.3% | +2.1% | +54.2% | +54.4% |
| YTD | +90.5% | +11.5% | +79.0% | +81.7% |
| 1Y | +262.8% | +13.5% | +249.3% | +244.0% |
| 3Y | +371.0% | +77.7% | +293.3% | +297.3% |
| All | +179.8% | +72.1% | +107.7% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling