-70.0%
CUPR vs SPY
+12.3%
-82.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | -1.4% |
| 7D | +0.5% | +0.1% | +0.5% | +0.6% |
| 30D | +9.5% | -3.3% | +12.8% | +16.6% |
| 3M | -44.3% | -2.4% | -41.9% | -41.5% |
| 6M | -17.4% | +2.6% | -20.0% | -16.6% |
| YTD | -42.2% | +11.2% | -53.4% | -33.2% |
| All | -70.0% | +12.3% | -82.3% | -65.8% |
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