+41.9%
CPSH vs SPY
+78.7%
-36.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.8% |
| 7D | +7.9% | +0.5% | +7.4% | +7.5% |
| 30D | -11.4% | -0.9% | -10.5% | -10.8% |
| 3M | -48.9% | +3.9% | -52.8% | -50.0% |
| 6M | +3.9% | +14.5% | -10.6% | -1.3% |
| YTD | +28.2% | +12.9% | +15.2% | +22.4% |
| 1Y | +19.3% | +19.4% | -0.1% | +13.6% |
| 3Y | +41.9% | +78.5% | -36.5% | +31.9% |
| All | +41.9% | +78.7% | -36.8% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling