-52.4%
CPOP vs SPY
+12.1%
-64.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.7% |
| 7D | 0.0% | +2.6% | -2.6% | +2.6% |
| 30D | -21.0% | -2.0% | -19.1% | -22.5% |
| 3M | -50.5% | -2.8% | -47.7% | -52.8% |
| 6M | -93.6% | +2.1% | -95.7% | -91.9% |
| YTD | -30.7% | +11.5% | -42.2% | -23.8% |
| 1Y | -52.4% | +13.5% | -65.8% | -50.3% |
| All | -52.4% | +12.1% | -64.4% | -50.3% |
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