{"schemaVersion":1,"ticker":"CPSF","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/cpsf/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, CPSF against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/cpsf/"},"benchmark":{"ticker":"SPY","name":"S&P 500 (SPY)","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"CPSF","b":"SPY","window":{"from":"2025-02-14","to":"2026-10-23","firstReturn":"2025-02-21","weeklyReturns":88,"years":1.69,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03972033,"perWeek":0.0007638525,"days":423,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.10270717,"b":0.27092128,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.05947355,"b":0.15219147,"edge":"SPY","lead":"SPY"},"price":{"a":0.10270717,"b":0.24646547,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.02493942,"b":0.15341061,"edge":"CPSF","lead":"CPSF"},"downsideDeviation":{"a":0.01598893,"b":0.10239089,"edge":"CPSF","lead":"CPSF"},"maxDrawdown":{"a":-0.02541847,"b":-0.16877308,"edge":"CPSF","lead":"CPSF","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.018391,"b":0.11383445,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.73742696,"b":0.74202459,"edge":"Tie"},"sortino":{"a":1.1502331,"b":1.11176346,"edge":"CPSF (slight)","lead":"CPSF"},"calmar":{"a":2.33977635,"b":0.90175208,"edge":"CPSF","lead":"CPSF"}},"relative":{"CPSF":{"on":"SPY","beta":0.15395626,"r2":0.89687708,"alpha":0.00086547,"alphaT":0.13902901,"alphaLow":-0.01150966,"alphaHigh":0.01324061,"upsideCapture":0.1344576,"downsideCapture":0.14528879,"treynor":0.119456,"trackingError":0.13003894,"informationRatio":-0.73396052,"upWeeks":49,"downWeeks":39,"treynorReference":0.11383445,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"CPSF","lead":"CPSF"},"treynor":{"edge":"CPSF (slight)","lead":"CPSF"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"CPSF":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":88,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.10270717}},"SPY":{"kept":"2026-10-26","distributions":7,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":88,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.27092128}}}}