+32.2%
CB vs SPXS
-30.2%
+62.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +2.7% |
| 7D | +5.3% | +2.2% | +3.1% | +4.9% |
| 30D | +13.2% | +3.8% | +9.5% | +12.5% |
| 3M | +7.8% | +3.3% | +4.4% | +7.1% |
| 6M | +15.8% | -16.7% | +32.5% | +17.0% |
| YTD | +21.0% | -28.5% | +49.5% | +21.3% |
| 1Y | +32.2% | -30.4% | +62.6% | +32.7% |
| All | +32.2% | -30.2% | +62.4% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling