-74.5%
CPS vs SPY
+311.3%
-385.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.3% |
| 7D | +3.0% | +0.5% | +2.5% | +2.1% |
| 30D | -17.2% | -0.9% | -16.2% | -15.7% |
| 3M | -11.1% | +3.9% | -15.0% | -16.8% |
| 6M | -18.7% | +14.5% | -33.2% | -35.2% |
| YTD | -20.8% | +12.9% | -33.7% | -35.4% |
| 1Y | -33.3% | +19.4% | -52.7% | -50.6% |
| 3Y | +83.6% | +78.5% | +5.1% | -31.7% |
| 5Y | +20.8% | +81.8% | -61.0% | -52.2% |
| 10Y | -74.5% | +311.5% | -386.0% | -96.3% |
| All | -74.5% | +311.3% | -385.8% | -96.3% |
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