-99.5%
SPXS vs CPB
-44.2%
-55.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.6% |
| 7D | +1.2% | -8.0% | +9.2% | -1.6% |
| 30D | +5.2% | -2.4% | +7.6% | +4.4% |
| 3M | -9.2% | +0.5% | -9.7% | -8.7% |
| 6M | -29.6% | -10.5% | -19.1% | -32.2% |
| YTD | -27.6% | -17.5% | -10.1% | -32.5% |
| 1Y | -36.7% | -31.0% | -5.7% | -45.2% |
| 3Y | -79.8% | -40.6% | -39.2% | -83.2% |
| 5Y | -85.9% | -37.7% | -48.1% | -87.5% |
| 10Y | -99.5% | -43.4% | -56.1% | -99.6% |
| All | -99.5% | -44.2% | -55.3% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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