-90.5%
CUPR vs SPY
+46.8%
-137.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +8.0% |
| 7D | +5.0% | +0.1% | +4.9% | +4.8% |
| 30D | -11.7% | +0.1% | -11.8% | -11.7% |
| 3M | +15.8% | +2.0% | +13.8% | +12.4% |
| 6M | -1.5% | +13.0% | -14.5% | -1.8% |
| YTD | -1.2% | +13.5% | -14.8% | -1.9% |
| 1Y | -49.2% | +20.0% | -69.2% | -50.4% |
| All | -90.5% | +46.8% | -137.2% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling