-35.2%
CPS vs SPY
+12.3%
-47.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | -0.6% |
| 7D | -10.4% | +0.1% | -10.5% | -8.7% |
| 30D | -11.0% | -3.3% | -7.6% | -3.6% |
| 3M | -40.4% | -2.4% | -38.0% | -36.5% |
| 6M | -39.3% | +2.6% | -41.8% | -40.0% |
| YTD | -43.0% | +11.2% | -54.3% | -51.9% |
| All | -35.2% | +12.3% | -47.5% | -45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling