-99.9%
CPOP vs SPY
+88.3%
-188.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -1.6% | -0.6% | -1.1% | -1.5% |
| 30D | +5.6% | -3.7% | +9.3% | +7.1% |
| 3M | -48.3% | -2.7% | -45.6% | -47.7% |
| 6M | -93.4% | +2.2% | -95.6% | -93.5% |
| YTD | -28.6% | +10.8% | -39.4% | -34.1% |
| 1Y | -53.2% | +11.2% | -64.4% | -56.8% |
| 3Y | -82.6% | +76.5% | -159.0% | -88.6% |
| 5Y | -99.0% | +72.9% | -171.9% | -99.2% |
| All | -99.9% | +88.3% | -188.2% | -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