+171.2%
CPK vs SPY
+311.8%
-140.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.9% |
| 7D | -0.7% | -0.9% | +0.2% | -0.3% |
| 30D | +9.0% | -2.4% | +11.4% | +10.4% |
| 3M | +5.9% | -1.2% | +7.1% | +6.4% |
| 6M | +13.3% | +3.3% | +10.1% | +10.4% |
| YTD | +14.7% | +12.3% | +2.4% | +5.5% |
| 1Y | +6.5% | +12.4% | -5.9% | -2.1% |
| 3Y | +73.3% | +78.8% | -5.5% | +13.5% |
| 5Y | +18.5% | +75.2% | -56.6% | -22.5% |
| 10Y | +171.2% | +311.1% | -139.9% | -14.8% |
| All | +171.2% | +311.8% | -140.6% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling