-100.0%
SPXS vs CPB
+6.9%
-106.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +0.4% |
| 7D | -9.5% | -5.8% | -3.7% | -12.8% |
| 30D | +7.4% | +16.5% | -9.1% | +17.9% |
| 3M | +6.1% | -1.1% | +7.2% | +5.0% |
| 6M | -7.3% | +11.5% | -18.8% | -0.6% |
| YTD | -26.7% | -15.7% | -11.0% | -35.1% |
| 1Y | -26.2% | -24.7% | -1.5% | -39.6% |
| 3Y | -80.3% | -37.3% | -43.1% | -85.5% |
| 5Y | -83.4% | -35.0% | -48.4% | -86.8% |
| 10Y | -99.5% | -41.0% | -58.5% | -99.6% |
| All | -100.0% | +6.9% | -106.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling