+146.9%
CAG vs SPXS
-100.0%
+246.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -0.8% |
| 7D | -6.6% | +1.2% | -7.9% | -6.4% |
| 30D | +2.3% | +5.2% | -2.9% | +3.1% |
| 3M | +16.3% | -9.2% | +25.5% | +14.9% |
| 6M | -16.0% | -29.6% | +13.6% | -19.8% |
| YTD | -7.7% | -27.6% | +19.9% | -11.5% |
| 1Y | -16.0% | -36.7% | +20.7% | -20.9% |
| 3Y | -37.7% | -79.8% | +42.1% | -49.2% |
| 5Y | -41.2% | -85.9% | +44.6% | -52.0% |
| 10Y | -33.8% | -99.5% | +65.7% | -65.4% |
| All | +146.9% | -100.0% | +246.9% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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