-98.1%
CPOP vs SPY
+18.8%
-116.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -4.3% |
| 7D | -9.1% | -0.4% | -8.8% | -10.2% |
| 30D | -27.9% | -1.4% | -26.5% | -31.0% |
| 3M | -92.2% | +3.7% | -96.0% | -90.2% |
| 6M | -91.6% | +13.0% | -104.6% | -89.8% |
| YTD | -93.4% | +12.4% | -105.8% | -91.9% |
| 1Y | -98.1% | +18.5% | -116.6% | -95.3% |
| All | -98.1% | +18.8% | -116.8% | -95.3% |
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 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