+304.1%
CFG vs SPXS
-99.5%
+403.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +1.2% |
| 7D | -1.7% | +6.4% | -8.1% | +1.1% |
| 30D | -4.6% | +6.0% | -10.6% | -2.0% |
| 3M | +7.9% | -11.6% | +19.5% | +2.8% |
| 6M | +19.9% | -28.7% | +48.6% | +5.1% |
| YTD | +21.7% | -26.3% | +48.0% | +9.2% |
| 1Y | +38.4% | -34.9% | +73.4% | +18.7% |
| 3Y | +187.0% | -79.5% | +266.5% | +68.7% |
| 5Y | +99.5% | -85.9% | +185.5% | +21.7% |
| All | +304.1% | -99.5% | +403.6% | -18.5% |
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