-94.6%
CUPR vs SPY
+40.5%
-135.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.3% |
| 7D | +1.7% | -2.7% | +4.4% | +5.9% |
| 30D | -9.5% | -5.4% | -4.2% | -2.0% |
| 3M | -46.3% | -4.1% | -42.2% | -42.6% |
| 6M | -14.4% | +0.7% | -15.2% | -11.1% |
| YTD | -43.8% | +8.7% | -52.4% | -40.3% |
| 1Y | -73.3% | +10.9% | -84.2% | -72.3% |
| All | -94.6% | +40.5% | -135.0% | -93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling