+219.7%
CFG vs SPXS
-99.5%
+319.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | +0.1% |
| 7D | +0.7% | +0.4% | +0.3% | +1.5% |
| 30D | +2.8% | +10.8% | -8.0% | +8.4% |
| 3M | -10.1% | +9.6% | -19.7% | -5.3% |
| 6M | +3.2% | -4.7% | +7.9% | +3.0% |
| YTD | +14.2% | -24.6% | +38.7% | +4.5% |
| 1Y | +27.4% | -24.6% | +52.0% | +17.1% |
| 3Y | +187.6% | -79.8% | +267.3% | +67.5% |
| 5Y | +65.7% | -83.3% | +149.0% | +10.0% |
| 10Y | +219.7% | -99.5% | +319.2% | -29.9% |
| All | +219.7% | -99.5% | +319.2% | -29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling