+501.7%
SPCX vs CP
+22.6%
+479.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.0% | +3.8% | -7.4% |
| 7D | +4.2% | +2.8% | +1.4% | -18.2% |
| 30D | -12.6% | +11.3% | -23.9% | -64.0% |
| 3M | +6.7% | +2.9% | +3.9% | -35.4% |
| 6M | +546.4% | +18.8% | +527.6% | +138.1% |
| YTD | +552.1% | +28.5% | +523.6% | +139.5% |
| 1Y | +453.2% | +33.5% | +419.7% | +103.2% |
| All | +501.7% | +22.6% | +479.1% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling