+78.3%
CPT vs SPY
+307.0%
-228.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.0% |
| 7D | -0.3% | +2.6% | -2.9% | -2.2% |
| 30D | +2.0% | -2.0% | +3.9% | +3.2% |
| 3M | -9.3% | -2.8% | -6.5% | -7.6% |
| 6M | -4.0% | +2.1% | -6.1% | -6.1% |
| YTD | -7.1% | +11.5% | -18.6% | -15.1% |
| 1Y | +1.5% | +13.5% | -12.0% | -8.6% |
| 3Y | +28.5% | +77.7% | -49.2% | -19.7% |
| 5Y | -28.4% | +72.6% | -101.0% | -54.6% |
| All | +78.3% | +307.0% | -228.7% | -32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling