+2,451.3%
CPT vs SPY
+2,999.4%
-548.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -5.6% | +0.1% | -5.6% | -5.6% |
| 3M | -4.8% | +2.0% | -6.8% | -6.6% |
| 6M | -0.8% | +13.0% | -13.9% | -10.4% |
| YTD | -2.0% | +13.5% | -15.6% | -11.9% |
| 1Y | -0.3% | +20.0% | -20.3% | -14.3% |
| 3Y | +11.2% | +77.2% | -66.0% | -30.5% |
| 5Y | -18.0% | +81.9% | -99.9% | -50.4% |
| 10Y | +74.5% | +314.1% | -239.6% | -45.4% |
| All | +2,451.3% | +2,999.4% | -548.1% | +244.2% |
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 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