+67.6%
CF vs SPXS
-80.6%
+148.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +1.4% |
| 7D | +5.4% | -9.5% | +14.8% | +5.4% |
| 30D | +6.5% | +7.4% | -0.8% | +6.7% |
| 3M | +4.6% | +6.1% | -1.5% | +4.7% |
| 6M | -3.3% | -7.3% | +4.0% | -3.6% |
| YTD | +63.9% | -26.7% | +90.6% | +61.8% |
| 1Y | +50.4% | -26.2% | +76.6% | +48.8% |
| All | +67.6% | -80.6% | +148.1% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling