+260.5%
CP vs SPXU
-99.5%
+360.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.1% |
| 7D | +2.1% | -7.6% | +9.7% | -0.1% |
| 30D | +9.3% | +5.3% | +4.0% | +11.5% |
| 3M | +0.5% | +9.6% | -9.2% | +3.9% |
| 6M | +10.4% | -4.5% | +14.9% | +10.1% |
| YTD | +28.7% | -25.9% | +54.6% | +20.1% |
| 1Y | +33.2% | -28.9% | +62.0% | +23.0% |
| 3Y | +38.4% | -80.5% | +118.9% | -7.2% |
| 5Y | +26.2% | -83.4% | +109.6% | -7.6% |
| All | +260.5% | -99.5% | +360.0% | +13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling