+600.2%
CF vs SPXS
-99.5%
+699.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +1.2% |
| 7D | -0.9% | -1.5% | +0.6% | -1.3% |
| 30D | +18.1% | +3.7% | +14.4% | +19.3% |
| 3M | +23.4% | -9.6% | +33.0% | +19.9% |
| 6M | +17.1% | -32.4% | +49.5% | +4.1% |
| YTD | +76.2% | -28.7% | +104.9% | +59.5% |
| 1Y | +62.3% | -38.1% | +100.3% | +41.3% |
| 3Y | +71.8% | -80.1% | +151.9% | +11.0% |
| 5Y | +234.6% | -85.9% | +320.5% | +118.8% |
| All | +600.2% | -99.5% | +699.7% | +54.4% |
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 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