-83.1%
CCUP vs SPY
+3.7%
-86.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.3% | +4.7% | -0.6% |
| 7D | -24.4% | -0.9% | -23.5% | -19.5% |
| 30D | -40.3% | -2.4% | -38.0% | -29.0% |
| 3M | -27.4% | -1.2% | -26.2% | -16.6% |
| 6M | -83.1% | +3.3% | -86.4% | -83.9% |
| All | -83.1% | +3.7% | -86.8% | -83.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling