+20.1%
CP vs SPXU
-40.4%
+60.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | +0.5% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +0.2% | +0.8% | -0.7% | +0.3% |
| 3M | +2.6% | -4.7% | +7.3% | +2.5% |
| 6M | +6.0% | -29.6% | +35.6% | +0.1% |
| YTD | +24.9% | -29.9% | +54.8% | +18.0% |
| 1Y | +20.1% | -39.1% | +59.2% | +10.2% |
| All | +20.1% | -40.4% | +60.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling