-94.9%
CUPR vs SPY
+44.1%
-139.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.1% |
| 7D | -6.1% | +2.6% | -8.7% | -9.5% |
| 30D | -15.1% | -2.0% | -13.1% | -12.3% |
| 3M | -45.5% | -2.8% | -42.7% | -43.0% |
| 6M | -19.4% | +2.1% | -21.5% | -19.3% |
| YTD | -47.2% | +11.5% | -58.7% | -45.9% |
| 1Y | -72.3% | +13.5% | -85.7% | -72.1% |
| All | -94.9% | +44.1% | -139.0% | -94.5% |
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