-86.8%
CCUP vs SPY
+22.2%
-108.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | +0.7% |
| 7D | +34.0% | +0.1% | +33.9% | +35.0% |
| 30D | +141.8% | +0.1% | +141.8% | +146.4% |
| 3M | +0.3% | +2.0% | -1.7% | -6.1% |
| 6M | -45.7% | +13.0% | -58.7% | -72.1% |
| YTD | -21.4% | +13.5% | -35.0% | -59.0% |
| 1Y | -73.6% | +20.0% | -93.6% | -90.3% |
| All | -86.8% | +22.2% | -108.9% | -95.6% |
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