-48.0%
CPIX vs SPY
+936.9%
-984.9%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +127.4% |
| YTD | +120.0% | +13.5% | +106.5% | +109.2% |
| 1Y | +139.2% | +20.0% | +119.3% | +122.5% |
| 3Y | +427.5% | +77.2% | +350.3% | +321.8% |
| 5Y | +211.6% | +81.9% | +129.7% | +144.7% |
| 10Y | +89.5% | +314.1% | -224.5% | -3.8% |
| All | -48.0% | +936.9% | -984.9% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling