+70.7%
CPXR vs SPY
+28.6%
+42.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +4.0% |
| 7D | +8.0% | +0.5% | +7.5% | +7.1% |
| 30D | +2.9% | -0.9% | +3.8% | +4.5% |
| 3M | +8.6% | +3.9% | +4.7% | +2.4% |
| 6M | +23.9% | +14.5% | +9.3% | +2.4% |
| YTD | +25.5% | +12.9% | +12.6% | +6.2% |
| 1Y | +86.5% | +19.4% | +67.2% | +48.1% |
| All | +70.7% | +28.6% | +42.1% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling