{"schemaVersion":1,"ticker":"CPSP","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/cpsp/","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, CPSP against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/cpsp/"},"benchmark":{"ticker":"SPY","name":"S&P 500 (SPY)","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"CPSP","b":"SPY","window":{"from":"2025-04-11","to":"2026-10-23","firstReturn":"2025-04-17","weeklyReturns":80,"years":1.53,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03938516,"perWeek":0.0007574069,"days":384,"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":0.11007311,"b":0.44690061,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.07023347,"b":0.27140863,"edge":"SPY","lead":"SPY"},"price":{"a":0.11007311,"b":0.42332472,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.01495831,"b":0.12781981,"edge":"CPSP","lead":"CPSP"},"downsideDeviation":{"a":0.00743473,"b":0.06842124,"edge":"CPSP","lead":"CPSP"},"maxDrawdown":{"a":-0.00377788,"b":-0.08388653,"edge":"CPSP","lead":"CPSP","aPeak":"2025-05-16","aTrough":"2025-05-23","bPeak":"2026-01-09","bTrough":"2026-03-27"},"excess":{"a":0.02864619,"b":0.20928699,"edge":"SPY","lead":"SPY"},"sharpe":{"a":1.91506895,"b":1.63735958,"edge":"CPSP","lead":"CPSP"},"sortino":{"a":3.85302359,"b":3.05880136,"edge":"CPSP","lead":"CPSP"},"calmar":{"a":18.59071057,"b":3.23542583,"edge":"CPSP","lead":"CPSP"}},"relative":{"CPSP":{"on":"SPY","beta":0.09585189,"r2":0.67086137,"alpha":0.00858564,"alphaT":1.20206135,"alphaLow":-0.00563385,"alphaHigh":0.02280512,"upsideCapture":0.09895013,"downsideCapture":0.01396408,"treynor":0.29885889,"trackingError":0.11588622,"informationRatio":-1.55877717,"upWeeks":47,"downWeeks":33,"treynorReference":0.20928699,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"CPSP","lead":"CPSP"},"treynor":{"edge":"CPSP","lead":"CPSP"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"CPSP":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":80,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.11007311}},"SPY":{"kept":"2026-10-26","distributions":6,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":80,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.44690061}}}}