+2,083.4%
CF vs SPXS
-100.0%
+2,183.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -2.8% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +14.8% | +0.8% | +14.0% | +15.1% |
| 3M | +14.1% | -4.7% | +18.8% | +12.4% |
| 6M | +28.5% | -29.6% | +58.2% | +13.3% |
| YTD | +74.9% | -29.8% | +104.8% | +54.4% |
| 1Y | +61.7% | -38.9% | +100.6% | +36.7% |
| 3Y | +80.3% | -79.6% | +159.9% | +10.8% |
| 5Y | +226.0% | -85.9% | +311.9% | +99.8% |
| 10Y | +569.9% | -99.5% | +669.4% | +63.1% |
| All | +2,083.4% | -100.0% | +2,183.3% | +15.7% |
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