-2.0%
CPT vs SPY
+17.2%
-19.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -2.9% | -2.0% | -1.0% | -2.7% |
| 30D | -5.3% | -1.7% | -3.7% | -5.2% |
| 3M | -10.3% | +4.7% | -15.0% | -10.8% |
| 6M | +0.9% | +12.5% | -11.6% | -2.1% |
| YTD | -5.0% | +11.7% | -16.7% | -7.5% |
| 1Y | -2.0% | +17.5% | -19.5% | -8.2% |
| All | -2.0% | +17.2% | -19.2% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling