{"schemaVersion":1,"ticker":"CPSR","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/cpsr/","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, CPSR against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/cpsr/"},"benchmark":{"ticker":"SPY","name":"S&P 500 (SPY)","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"CPSR","b":"SPY","window":{"from":"2025-03-14","to":"2026-10-23","firstReturn":"2025-03-21","weeklyReturns":84,"years":1.61,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03956361,"perWeek":0.0007608387,"days":404,"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":0.11254769,"b":0.37680692,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.06825133,"b":0.21890266,"edge":"SPY","lead":"SPY"},"price":{"a":0.11254769,"b":0.3503136,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.02307132,"b":0.15217821,"edge":"CPSR","lead":"CPSR"},"downsideDeviation":{"a":0.01477462,"b":0.09891341,"edge":"CPSR","lead":"CPSR"},"maxDrawdown":{"a":-0.01356356,"b":-0.10408171,"edge":"CPSR","lead":"CPSR","aPeak":"2025-03-21","aTrough":"2025-04-04","bPeak":"2025-03-21","bTrough":"2025-04-04"},"excess":{"a":0.02676427,"b":0.17027234,"edge":"SPY","lead":"SPY"},"sharpe":{"a":1.16006684,"b":1.11890094,"edge":"CPSR (slight)","lead":"CPSR"},"sortino":{"a":1.81150286,"b":1.72142818,"edge":"CPSR (slight)","lead":"CPSR"},"calmar":{"a":5.03196297,"b":2.10318096,"edge":"CPSR","lead":"CPSR"}},"relative":{"CPSR":{"on":"SPY","beta":0.1433031,"r2":0.89345193,"alpha":0.00236372,"alphaT":0.39176811,"alphaLow":-0.00963877,"alphaHigh":0.01436621,"upsideCapture":0.12125814,"downsideCapture":0.10361737,"treynor":0.18676689,"trackingError":0.13058793,"informationRatio":-1.09893822,"upWeeks":49,"downWeeks":35,"treynorReference":0.17027234,"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":"CPSR","lead":"CPSR"},"treynor":{"edge":"CPSR (slight)","lead":"CPSR"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"CPSR":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":84,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.11254769}},"SPY":{"kept":"2026-10-26","distributions":7,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":84,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.37680692}}}}