-95.7%
CCUP vs SPY
+19.9%
-115.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.3% | -3.5% |
| 7D | -16.2% | +2.6% | -18.8% | -28.3% |
| 30D | -42.7% | -2.0% | -40.7% | -33.7% |
| 3M | -44.4% | -2.8% | -41.6% | -29.6% |
| 6M | -84.3% | +2.1% | -86.4% | -84.7% |
| YTD | -74.5% | +11.5% | -86.0% | -84.4% |
| 1Y | -78.7% | +13.5% | -92.1% | -88.3% |
| All | -95.7% | +19.9% | -115.7% | -98.3% |
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