-100.0%
SPXU vs CPB
+40.1%
-140.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +3.0% |
| 7D | -7.6% | -1.6% | -6.0% | -8.4% |
| 30D | +5.3% | +19.2% | -13.9% | +16.2% |
| 3M | +9.6% | -0.9% | +10.6% | +8.6% |
| 6M | -4.5% | +15.2% | -19.8% | +3.7% |
| YTD | -25.9% | -13.1% | -12.8% | -32.4% |
| 1Y | -28.9% | -22.4% | -6.4% | -39.8% |
| 3Y | -80.5% | -35.3% | -45.2% | -84.9% |
| 5Y | -83.4% | -33.0% | -50.4% | -86.1% |
| 10Y | -99.5% | -39.2% | -60.3% | -99.6% |
| All | -100.0% | +40.1% | -140.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling