-100.0%
CPOP vs SPY
+90.9%
-190.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -3.0% |
| 7D | -9.1% | -0.4% | -8.8% | -9.0% |
| 30D | -27.9% | -1.4% | -26.5% | -27.6% |
| 3M | -92.2% | +3.7% | -96.0% | -92.4% |
| 6M | -91.6% | +13.0% | -104.6% | -92.2% |
| YTD | -93.4% | +12.4% | -105.8% | -93.8% |
| 1Y | -98.1% | +18.5% | -116.6% | -98.2% |
| 3Y | -99.2% | +77.6% | -176.8% | -99.5% |
| 5Y | -99.9% | +81.7% | -181.6% | -100.0% |
| All | -100.0% | +90.9% | -190.9% | -100.0% |
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