+1,268.5%
CP vs SPXU
-100.0%
+1,368.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.9% |
| 7D | +2.8% | +7.6% | -4.8% | +5.6% |
| 30D | +10.2% | +17.5% | -7.3% | +16.7% |
| 3M | +2.4% | +14.7% | -12.3% | +7.7% |
| 6M | +7.7% | -0.1% | +7.7% | +8.8% |
| YTD | +26.0% | -19.8% | +45.8% | +19.5% |
| 1Y | +34.6% | -23.7% | +58.4% | +26.0% |
| 3Y | +26.7% | -79.5% | +106.2% | -17.6% |
| 5Y | +24.9% | -81.9% | +106.8% | -9.6% |
| 10Y | +258.6% | -99.5% | +358.1% | -2.7% |
| All | +1,268.5% | -100.0% | +1,368.5% | +1.1% |
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 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