+206.5%
CPSS vs SPY
+3,045.4%
-2,838.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -1.8% |
| 7D | -1.1% | +3.3% | -4.4% | -3.8% |
| 30D | +6.7% | -2.7% | +9.3% | +8.9% |
| 3M | +2.6% | -1.7% | +4.4% | +3.9% |
| 6M | +1.5% | +3.1% | -1.6% | -1.9% |
| YTD | +4.7% | +11.9% | -7.2% | -5.7% |
| 1Y | +21.1% | +12.0% | +9.1% | +8.9% |
| 3Y | -0.3% | +78.2% | -78.5% | -40.8% |
| 5Y | +15.9% | +73.2% | -57.3% | -26.9% |
| 10Y | +102.7% | +309.6% | -207.0% | -43.8% |
| All | +206.5% | +3,045.4% | -2,838.9% | -79.3% |
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