-99.9%
CPOP vs SPY
+81.8%
-181.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.2% |
| 7D | -5.6% | +0.5% | -6.2% | -5.7% |
| 30D | -24.3% | -0.9% | -23.3% | -24.1% |
| 3M | -90.0% | +3.9% | -93.9% | -90.1% |
| 6M | -91.5% | +14.5% | -106.1% | -92.1% |
| YTD | -93.1% | +12.9% | -106.1% | -93.5% |
| 1Y | -97.7% | +19.4% | -117.1% | -97.9% |
| 3Y | -99.2% | +78.5% | -177.6% | -99.4% |
| 5Y | -99.9% | +81.8% | -181.7% | -99.9% |
| All | -99.9% | +81.8% | -181.7% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling