+287.5%
CAH vs SPXS
-99.6%
+387.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -1.2% |
| 7D | -5.1% | +2.5% | -7.6% | -4.5% |
| 30D | +0.2% | +4.2% | -4.0% | +1.2% |
| 3M | +6.3% | -9.3% | +15.6% | +4.2% |
| 6M | +9.4% | -30.7% | +40.1% | +1.2% |
| YTD | +15.0% | -28.1% | +43.0% | +7.6% |
| 1Y | +55.4% | -35.1% | +90.5% | +42.3% |
| 3Y | +173.8% | -79.6% | +253.4% | +98.0% |
| 5Y | +395.2% | -86.3% | +481.5% | +257.3% |
| All | +287.5% | -99.6% | +387.0% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling