+7.7%
CPLS vs SPY
+66.2%
-58.4%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -0.6% | -0.9% | +0.3% | -0.5% |
| 30D | +1.4% | -2.4% | +3.7% | +1.6% |
| 3M | -0.9% | -1.2% | +0.2% | -0.9% |
| 6M | -1.8% | +3.3% | -5.1% | -2.0% |
| YTD | -1.3% | +12.3% | -13.6% | -2.1% |
| 1Y | -1.3% | +12.4% | -13.8% | -2.2% |
| All | +7.7% | +66.2% | -58.4% | +4.0% |
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