-56.3%
CURR vs SPY
+37.8%
-94.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.1% |
| 7D | -1.6% | +0.1% | -1.6% | -1.8% |
| 30D | -30.1% | -3.3% | -26.8% | -29.5% |
| 3M | -38.9% | -2.4% | -36.5% | -38.6% |
| 6M | -57.5% | +2.6% | -60.1% | -57.9% |
| YTD | +6.1% | +11.2% | -5.1% | +3.3% |
| 1Y | -43.8% | +13.4% | -57.2% | -45.4% |
| All | -56.3% | +37.8% | -94.1% | -72.3% |
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