-99.5%
SPXU vs CPB
-45.5%
-54.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +0.4% |
| 7D | +6.4% | -5.4% | +11.7% | +4.4% |
| 30D | +5.9% | -7.8% | +13.8% | +3.2% |
| 3M | -11.7% | -6.9% | -4.7% | -13.5% |
| 6M | -28.7% | -12.2% | -16.5% | -31.7% |
| YTD | -26.4% | -21.1% | -5.3% | -32.3% |
| 1Y | -35.2% | -33.5% | -1.7% | -44.5% |
| 3Y | -79.8% | -43.2% | -36.6% | -83.4% |
| 5Y | -86.1% | -40.9% | -45.2% | -87.8% |
| All | -99.5% | -45.5% | -54.1% | -99.6% |
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