+6.5%
CPK vs SPY
+13.0%
-6.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | +0.1% |
| 7D | -0.7% | -0.9% | +0.2% | -0.9% |
| 30D | +9.0% | -2.4% | +11.4% | +8.6% |
| 3M | +5.9% | -1.2% | +7.1% | +5.6% |
| 6M | +13.3% | +3.3% | +10.1% | +14.2% |
| YTD | +14.7% | +12.3% | +2.4% | +14.5% |
| 1Y | +6.5% | +12.4% | -5.9% | +6.7% |
| All | +6.5% | +13.0% | -6.4% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling