+22.6%
CB vs SPXS
-37.2%
+59.8%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | +0.1% |
| 7D | -0.5% | +1.2% | -1.8% | -0.7% |
| 30D | -3.1% | +5.2% | -8.2% | -3.7% |
| 3M | +4.2% | -9.2% | +13.3% | +5.1% |
| 6M | +4.7% | -29.6% | +34.3% | +5.6% |
| YTD | +8.8% | -27.6% | +36.5% | +9.4% |
| 1Y | +22.6% | -36.7% | +59.4% | +23.1% |
| All | +22.6% | -37.2% | +59.8% | +23.1% |
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