+4,948.1%
CPK vs SPY
+3,091.8%
+1,856.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -0.9% | +0.1% | -0.9% | -0.9% |
| 3M | +10.0% | +2.0% | +8.0% | +8.6% |
| 6M | -2.5% | +13.0% | -15.6% | -8.6% |
| YTD | +7.5% | +13.5% | -6.0% | +0.4% |
| 1Y | +9.0% | +20.0% | -11.0% | -1.1% |
| 3Y | +28.3% | +77.2% | -48.9% | -5.3% |
| 5Y | +12.0% | +81.9% | -69.9% | -19.5% |
| 10Y | +150.9% | +314.1% | -163.2% | +21.8% |
| All | +4,948.1% | +3,091.8% | +1,856.3% | +1,390.3% |
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