-12.9%
CPN vs SPY
+146.0%
-158.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.4% |
| 7D | +0.2% | +2.4% | -2.2% | -2.3% |
| 30D | +1.3% | +1.8% | -0.5% | -0.9% |
| 3M | +1.1% | +3.8% | -2.7% | -3.5% |
| 6M | +3.3% | +12.3% | -9.0% | -9.3% |
| YTD | +0.8% | +2.7% | -1.9% | -2.7% |
| 1Y | +39.0% | +18.1% | +20.9% | +15.3% |
| 3Y | -26.0% | +40.4% | -66.4% | -48.6% |
| 5Y | -23.5% | +94.9% | -118.4% | -62.8% |
| 10Y | -15.4% | +160.5% | -175.8% | -73.3% |
| All | -12.9% | +146.0% | -158.8% | -71.9% |
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