-36.9%
CBRS vs SPXS
-6.5%
-30.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -0.3% |
| 7D | +6.3% | +1.2% | +5.1% | +7.7% |
| 30D | -14.7% | +5.2% | -19.9% | -10.1% |
| 3M | -13.5% | -9.2% | -4.3% | -19.9% |
| All | -36.9% | -6.5% | -30.5% | -41.4% |
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 · Available span rolling