-100.0%
SPXU vs CPB
+29.9%
-129.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | -0.7% |
| 7D | -0.1% | -8.6% | +8.5% | -5.2% |
| 30D | +0.8% | -7.2% | +8.1% | -3.4% |
| 3M | -4.7% | +0.9% | -5.6% | -3.9% |
| 6M | -29.6% | -11.8% | -17.8% | -34.7% |
| YTD | -29.9% | -19.4% | -10.5% | -38.5% |
| 1Y | -39.1% | -30.4% | -8.7% | -51.5% |
| 3Y | -80.0% | -40.2% | -39.9% | -85.2% |
| 5Y | -86.0% | -39.5% | -46.5% | -89.0% |
| 10Y | -99.5% | -47.4% | -52.1% | -99.6% |
| All | -100.0% | +29.9% | -129.9% | -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