-86.0%
SPXU vs CPB
-38.1%
-47.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.5% |
| 7D | +1.3% | -8.0% | +9.3% | 0.0% |
| 30D | +5.1% | -2.4% | +7.5% | +4.8% |
| 3M | -9.1% | +0.5% | -9.7% | -8.8% |
| 6M | -29.6% | -10.5% | -19.1% | -30.9% |
| YTD | -27.7% | -17.5% | -10.2% | -30.3% |
| 1Y | -37.0% | -31.0% | -5.9% | -42.0% |
| 3Y | -80.2% | -40.6% | -39.5% | -81.9% |
| 5Y | -86.0% | -37.7% | -48.3% | -86.8% |
| All | -86.0% | -38.1% | -47.9% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling