-40.6%
CPS vs SPY
+858.0%
-898.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +1.1% |
| 7D | -10.4% | +0.1% | -10.5% | -9.5% |
| 30D | -11.0% | -3.3% | -7.6% | -5.7% |
| 3M | -40.4% | -2.4% | -38.0% | -37.6% |
| 6M | -39.3% | +2.6% | -41.8% | -40.3% |
| YTD | -43.0% | +11.2% | -54.3% | -49.5% |
| 1Y | -36.0% | +13.4% | -49.4% | -44.8% |
| 3Y | +11.3% | +79.9% | -68.6% | -46.3% |
| 5Y | -21.3% | +72.2% | -93.5% | -56.5% |
| 10Y | -78.3% | +307.3% | -385.7% | -93.6% |
| All | -40.6% | +858.0% | -898.6% | -87.2% |
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