-36.5%
CPSH vs SPY
+81.0%
-117.5%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.0% |
| 7D | +4.3% | -0.4% | +4.7% | +4.7% |
| 30D | -11.3% | -1.4% | -9.9% | -9.9% |
| 3M | -43.3% | +3.7% | -47.0% | -45.1% |
| 6M | +1.0% | +13.0% | -12.0% | -8.4% |
| YTD | +24.9% | +12.4% | +12.5% | +14.7% |
| 1Y | +11.6% | +18.5% | -7.0% | -2.0% |
| 3Y | +38.4% | +77.6% | -39.3% | -25.4% |
| 5Y | -36.5% | +81.7% | -118.2% | -66.7% |
| All | -36.5% | +81.0% | -117.5% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling