+264.6%
CPTL vs SPY
+321.5%
-56.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -1.4% | +0.1% | -1.4% | -1.4% |
| 3M | +0.1% | +2.0% | -1.9% | -1.8% |
| 6M | +12.4% | +13.0% | -0.7% | -0.3% |
| YTD | +12.4% | +13.5% | -1.2% | -0.7% |
| 1Y | +17.6% | +20.0% | -2.4% | -1.5% |
| 3Y | +61.8% | +77.2% | -15.3% | -7.3% |
| 5Y | +57.4% | +81.9% | -24.5% | -12.2% |
| 10Y | +256.7% | +314.1% | -57.4% | -8.5% |
| All | +264.6% | +321.5% | -56.8% | -8.4% |
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