+337.7%
CPSH vs SPY
+2,969.5%
-2,631.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -12.0% | +0.1% | -12.0% | -11.9% |
| 3M | -50.8% | +2.0% | -52.8% | -51.0% |
| 6M | -9.0% | +13.0% | -22.0% | -12.4% |
| YTD | +23.9% | +13.5% | +10.4% | +19.5% |
| 1Y | +12.6% | +20.0% | -7.3% | +6.5% |
| 3Y | +39.3% | +77.2% | -37.9% | +12.4% |
| 5Y | -38.0% | +81.9% | -119.9% | -49.9% |
| 10Y | +175.5% | +314.1% | -138.5% | +81.4% |
| All | +337.7% | +2,969.5% | -2,631.8% | +715.1% |
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