-35.1%
SPXS vs CPB
-33.6%
-1.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | +2.5% | -1.8% | +4.3% | +2.7% |
| 30D | +4.2% | -7.1% | +11.3% | +5.2% |
| 3M | -9.3% | -6.0% | -3.3% | -8.7% |
| 6M | -30.7% | -5.3% | -25.4% | -30.5% |
| YTD | -28.1% | -20.8% | -7.2% | -25.6% |
| 1Y | -35.1% | -33.8% | -1.2% | -32.5% |
| All | -35.1% | -33.6% | -1.4% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling