Free full Seasonality data:
  • AAPL
  • XLF
  • QQQ
  • JPM
  • VIRT
  • XOM
  • WMT
CPS vs SPY 1 Year Daily ReturnsCPS has a beta of 1.56. In the past year, CPS has been more volatile than the S&P500.
Subscribe to unlock
CPS Historical Beta
Subscribe to unlock
CPS Sharpe Ratio
Display:
Timeframe:
Subscribe to unlock
CPS Daily P/L Normal Distribution
Timeframe:
Subscribe to unlock
CPS 1 Year DrawdownCPS had a max drawdown of 36.7% in the previous year.
Created with Highcharts 10.1.0.CPSSPYJul '24Aug '24Sep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25-30%-20%-10%0%Powered by unusualwhales.com
CPS Yearly Drawdown Duration