+1,854.8%
CF vs SPXS
-100.0%
+1,954.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.4% |
| 7D | -3.2% | +7.5% | -10.7% | -1.0% |
| 30D | +4.3% | +17.5% | -13.2% | +9.9% |
| 3M | +2.8% | +14.7% | -11.9% | +7.4% |
| 6M | +0.6% | -0.1% | +0.7% | +0.4% |
| YTD | +56.6% | -19.7% | +76.4% | +44.3% |
| 1Y | +49.6% | -23.6% | +73.2% | +35.8% |
| 3Y | +61.5% | -79.2% | +140.7% | -1.3% |
| 5Y | +124.0% | -81.7% | +205.7% | +49.8% |
| 10Y | +573.2% | -99.5% | +672.7% | +62.6% |
| All | +1,854.8% | -100.0% | +1,954.8% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling