+1,110.2%
CB vs SPXS
-100.0%
+1,210.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.6% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | -3.1% | +0.8% | -3.9% | -2.8% |
| 3M | +9.0% | -4.7% | +13.7% | +7.6% |
| 6M | +2.9% | -29.6% | +32.5% | -6.2% |
| YTD | +10.1% | -29.8% | +39.9% | +0.4% |
| 1Y | +22.8% | -38.9% | +61.7% | +8.0% |
| 3Y | +73.8% | -79.6% | +153.4% | +17.7% |
| 5Y | +99.2% | -85.9% | +185.1% | +35.6% |
| 10Y | +218.2% | -99.5% | +317.7% | +0.8% |
| All | +1,110.2% | -100.0% | +1,210.2% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling