+33.0%
CP vs SPXU
-26.1%
+59.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.1% |
| 7D | +2.8% | +0.5% | +2.3% | +3.0% |
| 30D | +11.0% | +10.9% | +0.1% | +13.0% |
| 3M | +3.8% | +9.6% | -5.8% | +5.5% |
| 6M | +9.5% | -4.7% | +14.2% | +9.2% |
| YTD | +28.2% | -24.6% | +52.8% | +22.3% |
| 1Y | +33.0% | -24.7% | +57.7% | +27.2% |
| All | +33.0% | -26.1% | +59.1% | +27.2% |
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