-94.7%
CUPR vs SPY
+43.3%
-138.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.3% |
| 7D | -5.9% | -0.6% | -5.3% | -4.8% |
| 30D | +4.1% | -3.7% | +7.8% | +10.1% |
| 3M | -42.1% | -2.7% | -39.4% | -39.4% |
| 6M | -21.4% | +2.2% | -23.6% | -20.6% |
| YTD | -45.0% | +10.8% | -55.8% | -43.2% |
| 1Y | -71.4% | +11.2% | -82.7% | -70.7% |
| All | -94.7% | +43.3% | -138.0% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling