+156.6%
CPK vs SPY
+322.5%
-165.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -2.1% | -0.8% | -1.4% | -1.7% |
| 30D | -3.6% | -1.1% | -2.6% | -3.0% |
| 3M | +6.8% | +3.9% | +2.9% | +4.0% |
| 6M | +2.1% | +13.6% | -11.5% | -6.3% |
| YTD | +5.2% | +12.7% | -7.4% | -3.1% |
| 1Y | +6.0% | +17.5% | -11.5% | -5.4% |
| 3Y | +26.9% | +76.9% | -50.0% | -16.2% |
| 5Y | +11.6% | +83.6% | -71.9% | -29.7% |
| All | +156.6% | +322.5% | -165.8% | -21.2% |
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