+110.9%
CF vs SPXS
-83.0%
+194.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.3% |
| 7D | +4.8% | -7.5% | +12.3% | +4.0% |
| 30D | +4.7% | +5.3% | -0.6% | +5.3% |
| 3M | +7.4% | +9.7% | -2.3% | +8.6% |
| 6M | +0.6% | -4.6% | +5.1% | +0.1% |
| YTD | +64.1% | -25.8% | +89.9% | +57.8% |
| 1Y | +51.4% | -28.8% | +80.2% | +44.7% |
| 3Y | +67.8% | -80.2% | +148.0% | +32.2% |
| All | +110.9% | -83.0% | +194.0% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling