-44.2%
CURR vs SPY
+9.7%
-54.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.3% |
| 7D | -10.8% | -2.7% | -8.1% | -9.5% |
| 30D | -31.8% | -5.4% | -26.4% | -28.3% |
| 3M | -37.8% | -4.1% | -33.7% | -36.2% |
| 6M | -51.3% | +0.7% | -52.0% | -53.2% |
| YTD | +5.6% | +8.7% | -3.1% | -10.5% |
| All | -44.2% | +9.7% | -54.0% | -52.4% |
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