+11.0%
CPZ vs SPY
+82.0%
-71.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -2.1% | +0.1% | -2.2% | -2.1% |
| 3M | +6.1% | +2.0% | +4.1% | +5.1% |
| 6M | -5.7% | +13.0% | -18.7% | -10.6% |
| YTD | -3.7% | +13.5% | -17.2% | -8.9% |
| 1Y | -11.4% | +20.0% | -31.4% | -18.3% |
| 3Y | +21.5% | +77.2% | -55.7% | -9.8% |
| All | +11.0% | +82.0% | -71.0% | -17.9% |
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