+619.9%
CF vs SPXS
-99.5%
+719.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +3.2% |
| 7D | -0.8% | +1.2% | -2.1% | -0.5% |
| 30D | +14.3% | +5.2% | +9.1% | +15.9% |
| 3M | +27.9% | -9.2% | +37.0% | +24.4% |
| 6M | +25.5% | -29.6% | +55.1% | +12.9% |
| YTD | +81.2% | -27.6% | +108.8% | +64.6% |
| 1Y | +66.5% | -36.7% | +103.2% | +45.9% |
| 3Y | +76.7% | -79.8% | +156.5% | +14.6% |
| 5Y | +237.8% | -85.9% | +323.7% | +120.8% |
| 10Y | +619.9% | -99.5% | +719.4% | +59.4% |
| All | +619.9% | -99.5% | +719.4% | +59.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling