+2,956.9%
SPY vs CP
+11,984.2%
-9,027.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | -2.7% | +2.8% | -5.5% | -3.7% |
| 30D | -5.4% | +10.2% | -15.6% | -8.7% |
| 3M | -4.1% | +2.4% | -6.4% | -5.1% |
| 6M | +0.7% | +7.7% | -7.0% | -2.4% |
| YTD | +8.7% | +26.0% | -17.3% | -0.9% |
| 1Y | +10.9% | +34.6% | -23.8% | -1.3% |
| 3Y | +75.0% | +26.7% | +48.3% | +57.2% |
| 5Y | +67.8% | +24.9% | +42.9% | +50.1% |
| 10Y | +312.9% | +258.6% | +54.2% | +151.5% |
| All | +2,956.9% | +11,984.2% | -9,027.3% | +556.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling