-99.5%
SPXU vs CPB
-38.9%
-60.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +2.2% |
| 7D | -7.6% | -1.6% | -6.0% | -8.1% |
| 30D | +5.3% | +19.2% | -13.9% | +11.5% |
| 3M | +9.6% | -0.9% | +10.6% | +9.0% |
| 6M | -4.5% | +15.2% | -19.8% | +0.5% |
| YTD | -25.9% | -13.1% | -12.8% | -29.7% |
| 1Y | -28.9% | -22.4% | -6.4% | -35.6% |
| 3Y | -80.5% | -35.3% | -45.2% | -83.1% |
| 5Y | -83.4% | -33.0% | -50.4% | -84.9% |
| All | -99.5% | -38.9% | -60.6% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling