+167.4%
CPK vs SPY
+308.5%
-141.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -1.1% | +3.3% | -4.4% | -3.0% |
| 30D | +8.0% | -2.7% | +10.7% | +9.6% |
| 3M | +4.6% | -1.7% | +6.4% | +5.5% |
| 6M | +12.4% | +3.1% | +9.3% | +9.6% |
| YTD | +14.3% | +11.9% | +2.4% | +5.4% |
| 1Y | +6.4% | +12.0% | -5.6% | -2.0% |
| 3Y | +72.7% | +78.2% | -5.5% | +13.3% |
| 5Y | +17.3% | +73.2% | -56.0% | -22.6% |
| All | +167.4% | +308.5% | -141.1% | -15.8% |
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