-80.2%
SPXS vs CPB
-35.1%
-45.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.2% |
| 7D | -7.5% | -1.6% | -6.0% | -7.5% |
| 30D | +5.3% | +19.2% | -13.9% | +4.9% |
| 3M | +9.7% | -0.9% | +10.6% | +9.2% |
| 6M | -4.6% | +15.2% | -19.8% | -4.6% |
| YTD | -25.8% | -13.1% | -12.7% | -26.8% |
| 1Y | -28.8% | -22.4% | -6.4% | -30.5% |
| 3Y | -80.2% | -35.3% | -44.9% | -80.8% |
| All | -80.2% | -35.1% | -45.1% | -80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling