+216.1%
CPIX vs SPY
+82.0%
+134.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -19.7% | +0.1% | -19.8% | -19.7% |
| 30D | -10.1% | +0.1% | -10.1% | -10.0% |
| 3M | +49.9% | +2.0% | +47.9% | +49.0% |
| 6M | +138.6% | +13.0% | +125.6% | +127.6% |
| YTD | +120.0% | +13.5% | +106.5% | +109.4% |
| 1Y | +139.2% | +20.0% | +119.3% | +123.3% |
| 3Y | +427.5% | +77.2% | +350.3% | +345.3% |
| All | +216.1% | +82.0% | +134.1% | +144.1% |
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 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