+97.4%
CB vs SPXS
-85.9%
+183.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.2% |
| 7D | -0.6% | -1.5% | +0.9% | -0.8% |
| 30D | -3.9% | +3.7% | -7.6% | -3.4% |
| 3M | +4.9% | -9.6% | +14.5% | +3.6% |
| 6M | +3.3% | -32.4% | +35.7% | -2.0% |
| YTD | +8.5% | -28.7% | +37.2% | +3.9% |
| 1Y | +22.1% | -38.1% | +60.2% | +14.5% |
| 3Y | +70.1% | -80.1% | +150.2% | +35.4% |
| 5Y | +97.4% | -85.9% | +183.3% | +59.6% |
| All | +97.4% | -85.9% | +183.3% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling