-94.7%
CUPR vs SPY
+40.0%
-134.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.4% | -3.4% | -1.6% |
| 7D | -3.8% | -4.7% | +0.9% | +3.3% |
| 30D | -18.4% | -5.9% | -12.5% | -10.9% |
| 3M | -50.6% | -4.5% | -46.0% | -46.9% |
| 6M | -16.8% | +1.8% | -18.6% | -13.1% |
| YTD | -44.7% | +8.3% | -53.0% | -41.0% |
| 1Y | -74.9% | +9.3% | -84.2% | -73.5% |
| All | -94.7% | +40.0% | -134.7% | -94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling