+25.7%
CPSS vs SPY
+74.6%
-48.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.9% |
| 7D | -1.6% | -0.9% | -0.7% | -0.7% |
| 30D | +9.3% | -2.4% | +11.7% | +11.9% |
| 3M | +8.5% | -1.2% | +9.6% | +9.4% |
| 6M | +0.8% | +3.3% | -2.5% | -3.9% |
| YTD | +7.0% | +12.3% | -5.3% | -7.7% |
| 1Y | +25.5% | +12.4% | +13.1% | +8.0% |
| 3Y | +1.8% | +78.8% | -77.0% | -56.3% |
| 5Y | +25.7% | +75.2% | -49.5% | -41.1% |
| All | +25.7% | +74.6% | -48.9% | -41.1% |
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 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