-100.0%
CPOP vs SPY
+92.9%
-192.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -11.6% | +0.1% | -11.7% | -11.6% |
| 30D | -8.4% | +0.1% | -8.5% | -8.4% |
| 3M | -89.3% | +2.0% | -91.3% | -89.3% |
| 6M | -90.7% | +13.0% | -103.7% | -91.3% |
| YTD | -92.8% | +13.5% | -106.3% | -93.2% |
| 1Y | -97.5% | +20.0% | -117.5% | -97.8% |
| 3Y | -99.1% | +77.2% | -176.3% | -99.4% |
| 5Y | -99.9% | +81.9% | -181.8% | -99.9% |
| All | -100.0% | +92.9% | -192.9% | -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 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