-49.2%
CUPR vs SPY
+20.8%
-70.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +8.2% |
| 7D | +5.0% | +0.1% | +4.9% | +4.7% |
| 30D | -11.7% | +0.1% | -11.8% | -11.7% |
| 3M | +15.8% | +2.0% | +13.8% | +10.7% |
| 6M | -1.5% | +13.0% | -14.5% | -1.4% |
| YTD | -1.2% | +13.5% | -14.8% | -2.4% |
| 1Y | -49.2% | +20.0% | -69.2% | -60.4% |
| All | -49.2% | +20.8% | -70.1% | -60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling