+3,094.0%
SPY vs CP
+11,883.3%
-8,789.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | -2.7% | +2.8% | +1.0% |
| 30D | +0.1% | +0.2% | -0.1% | -0.1% |
| 3M | +2.0% | +2.6% | -0.6% | +0.8% |
| 6M | +13.0% | +6.0% | +7.0% | +10.2% |
| YTD | +13.5% | +24.9% | -11.4% | +4.0% |
| 1Y | +20.0% | +20.1% | -0.1% | +11.3% |
| 3Y | +77.2% | +16.4% | +60.8% | +64.2% |
| 5Y | +81.9% | +31.7% | +50.1% | +59.7% |
| 10Y | +314.1% | +223.9% | +90.2% | +161.0% |
| All | +3,094.0% | +11,883.3% | -8,789.2% | +589.0% |
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