+1,292.3%
CP vs SPXU
-100.0%
+1,392.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | -1.3% |
| 7D | -0.7% | +1.5% | -2.2% | +0.2% |
| 30D | +9.6% | +6.4% | +3.3% | +12.4% |
| 3M | +2.2% | +4.2% | -2.0% | +4.4% |
| 6M | +11.1% | -7.8% | +18.9% | +9.4% |
| YTD | +28.2% | -27.5% | +55.7% | +17.7% |
| 1Y | +32.2% | -27.1% | +59.3% | +22.0% |
| 3Y | +35.5% | -80.8% | +116.3% | -13.6% |
| 5Y | +26.8% | -84.1% | +110.9% | -12.1% |
| 10Y | +256.9% | -99.5% | +356.4% | -2.0% |
| All | +1,292.3% | -100.0% | +1,392.3% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling