-95.3%
CCUP vs SPY
+19.2%
-114.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.6% | -4.8% |
| 7D | -26.4% | -0.6% | -25.8% | -24.1% |
| 30D | -44.5% | -3.7% | -40.8% | -28.6% |
| 3M | -23.3% | -2.7% | -20.5% | -3.4% |
| 6M | -78.9% | +2.2% | -81.1% | -79.5% |
| YTD | -72.0% | +10.8% | -82.8% | -82.3% |
| 1Y | -85.8% | +11.2% | -97.0% | -91.0% |
| All | -95.3% | +19.2% | -114.5% | -98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling