-99.0%
SPXU vs CLBK
+66.9%
-165.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.2% |
| 7D | -1.5% | +1.1% | -2.6% | -0.5% |
| 30D | +3.7% | +7.8% | -4.1% | +10.6% |
| 3M | -9.6% | +23.9% | -33.4% | +8.6% |
| 6M | -32.4% | +42.3% | -74.7% | -7.4% |
| YTD | -28.7% | +65.4% | -94.1% | +11.9% |
| 1Y | -38.2% | +70.3% | -108.5% | +0.5% |
| 3Y | -80.4% | +54.5% | -134.9% | -66.7% |
| 5Y | -86.0% | +43.1% | -129.1% | -74.6% |
| All | -99.0% | +66.9% | -165.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling