+73.0%
CF vs SPXS
-79.7%
+152.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.2% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +14.8% | +0.8% | +14.0% | +14.9% |
| 3M | +14.1% | -4.7% | +18.8% | +14.0% |
| 6M | +28.5% | -29.6% | +58.2% | +26.3% |
| YTD | +74.9% | -29.8% | +104.8% | +72.0% |
| 1Y | +61.7% | -38.9% | +100.6% | +56.2% |
| All | +73.0% | -79.7% | +152.7% | +46.2% |
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