+467.4%
CF vs SPXS
-99.5%
+566.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.9% |
| 7D | +4.8% | +0.4% | +4.3% | +4.8% |
| 30D | +9.7% | +10.8% | -1.1% | +12.7% |
| 3M | +1.2% | +9.6% | -8.4% | +3.8% |
| 6M | +7.4% | -4.7% | +12.1% | +5.9% |
| YTD | +60.5% | -24.6% | +85.1% | +47.5% |
| 1Y | +50.7% | -24.6% | +75.3% | +38.8% |
| 3Y | +64.8% | -79.8% | +144.6% | +6.3% |
| 5Y | +115.8% | -83.3% | +199.1% | +49.3% |
| All | +467.4% | -99.5% | +566.9% | +33.4% |
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