+194.9%
CPSS vs SPY
+3,091.8%
-2,896.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +7.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.4% |
| 30D | +2.4% | +0.1% | +2.3% | +2.3% |
| 3M | +1.8% | +2.0% | -0.2% | -0.4% |
| 6M | +11.8% | +13.0% | -1.2% | +0.1% |
| YTD | +0.8% | +13.5% | -12.8% | -10.2% |
| 1Y | +27.0% | +20.0% | +7.1% | +7.8% |
| 3Y | -0.1% | +77.2% | -77.3% | -40.4% |
| 5Y | +72.2% | +81.9% | -9.7% | +4.6% |
| 10Y | +144.2% | +314.1% | -169.9% | -32.7% |
| All | +194.9% | +3,091.8% | -2,896.9% | -80.3% |
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