+103.2%
CB vs SPXS
-81.6%
+184.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.9% |
| 7D | +0.2% | +7.5% | -7.2% | +1.3% |
| 30D | +9.1% | +17.5% | -8.4% | +11.4% |
| 3M | +3.4% | +14.7% | -11.3% | +5.4% |
| 6M | +14.1% | -0.1% | +14.2% | +14.2% |
| YTD | +18.0% | -19.7% | +37.8% | +14.9% |
| 1Y | +30.1% | -23.6% | +53.7% | +25.9% |
| 3Y | +71.8% | -79.2% | +151.0% | +36.9% |
| All | +103.2% | -81.6% | +184.8% | +73.5% |
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