-82.9%
CCUP vs SPY
+14.6%
-97.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.7% | -6.2% |
| 7D | -13.4% | -0.7% | -12.6% | -8.3% |
| 30D | -20.7% | -1.0% | -19.7% | -13.3% |
| 3M | +20.1% | -0.3% | +20.5% | +30.7% |
| 6M | -73.9% | +7.3% | -81.2% | -80.3% |
| YTD | -60.7% | +13.3% | -74.0% | -76.0% |
| 1Y | -82.9% | +14.8% | -97.7% | -90.1% |
| All | -82.9% | +14.6% | -97.5% | -90.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling