+33.7%
CFG vs SPXS
-30.2%
+63.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +0.9% |
| 7D | +1.8% | +2.2% | -0.4% | +2.6% |
| 30D | +3.3% | +3.8% | -0.5% | +4.7% |
| 3M | -9.8% | +3.3% | -13.2% | -8.5% |
| 6M | +5.2% | -16.7% | +21.9% | -0.3% |
| YTD | +16.1% | -28.5% | +44.6% | +5.2% |
| 1Y | +33.7% | -30.4% | +64.1% | +20.6% |
| All | +33.7% | -30.2% | +63.8% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling