-99.0%
SPXU vs CLBK
+65.5%
-164.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.5% |
| 7D | +2.5% | -1.5% | +3.9% | +1.2% |
| 30D | +4.2% | -1.0% | +5.2% | +3.3% |
| 3M | -9.3% | +22.9% | -32.2% | +8.2% |
| 6M | -30.7% | +44.2% | -74.9% | -4.1% |
| YTD | -28.1% | +64.0% | -92.1% | +12.0% |
| 1Y | -35.2% | +65.7% | -100.9% | +2.8% |
| 3Y | -79.9% | +54.1% | -134.0% | -65.8% |
| 5Y | -86.4% | +44.7% | -131.1% | -74.8% |
| All | -99.0% | +65.5% | -164.4% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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