-13.7%
CPS vs SPY
+877.8%
-891.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.6% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -12.8% | +0.1% | -12.9% | -12.7% |
| 3M | -12.0% | +2.0% | -14.0% | -14.2% |
| 6M | -23.7% | +13.0% | -36.7% | -34.5% |
| YTD | -17.2% | +13.5% | -30.8% | -29.6% |
| 1Y | -30.4% | +20.0% | -50.4% | -44.8% |
| 3Y | +76.3% | +77.2% | -0.9% | -14.0% |
| 5Y | +22.0% | +81.9% | -59.8% | -37.5% |
| 10Y | -72.7% | +314.1% | -386.7% | -92.2% |
| All | -13.7% | +877.8% | -891.5% | -82.1% |
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