+13.9%
CPRJ vs SPY
+44.5%
-30.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -0.2% | +0.1% | -0.2% | -0.2% |
| 3M | +0.5% | +2.0% | -1.5% | +0.1% |
| 6M | +2.2% | +13.0% | -10.8% | -0.4% |
| YTD | +3.5% | +13.5% | -10.1% | +0.7% |
| 1Y | +5.6% | +20.0% | -14.4% | +1.4% |
| All | +13.9% | +44.5% | -30.6% | +5.9% |
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 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