+364.0%
CPSH vs SPY
+2,914.0%
-2,550.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +6.0% | +2.6% | +3.4% | +5.0% |
| 30D | +15.3% | -2.0% | +17.3% | +16.6% |
| 3M | -5.1% | -2.8% | -2.4% | -3.8% |
| 6M | -15.4% | +2.1% | -17.6% | -15.3% |
| YTD | +31.4% | +11.5% | +19.9% | +27.9% |
| 1Y | +19.4% | +13.5% | +5.9% | +15.6% |
| 3Y | +70.6% | +77.7% | -7.1% | +38.1% |
| 5Y | -18.5% | +72.6% | -91.1% | -32.8% |
| 10Y | +187.9% | +308.2% | -120.2% | +91.5% |
| All | +364.0% | +2,914.0% | -2,550.0% | +772.6% |
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