-95.5%
CCUP vs SPY
+20.4%
-115.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.4% | -8.8% | -7.1% |
| 7D | -15.6% | +3.3% | -18.9% | -30.7% |
| 30D | -46.1% | -2.7% | -43.5% | -34.5% |
| 3M | -34.5% | -1.7% | -32.8% | -21.9% |
| 6M | -82.7% | +3.1% | -85.7% | -84.0% |
| YTD | -73.0% | +11.9% | -84.9% | -83.8% |
| 1Y | -79.3% | +12.0% | -91.3% | -87.3% |
| All | -95.5% | +20.4% | -115.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling