+56.1%
CDE vs SPXS
-99.6%
+155.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +0.1% |
| 7D | -3.1% | +2.5% | -5.6% | -2.0% |
| 30D | +9.5% | +4.2% | +5.3% | +11.7% |
| 3M | +25.5% | -9.3% | +34.8% | +22.6% |
| 6M | -7.9% | -30.7% | +22.8% | -16.9% |
| YTD | +15.6% | -28.1% | +43.6% | +7.1% |
| 1Y | +34.0% | -35.1% | +69.1% | +21.1% |
| 3Y | +791.9% | -79.6% | +871.5% | +495.9% |
| 5Y | +197.7% | -86.3% | +284.0% | +105.0% |
| All | +56.1% | -99.6% | +155.6% | -47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling