+196.4%
CFG vs SPXS
-80.8%
+277.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | +0.4% |
| 7D | +1.5% | -0.1% | +1.6% | +1.6% |
| 30D | -3.8% | +0.8% | -4.7% | -3.4% |
| 3M | +11.5% | -4.7% | +16.2% | +10.3% |
| 6M | +19.2% | -29.6% | +48.8% | +5.1% |
| YTD | +23.7% | -29.8% | +53.5% | +9.7% |
| 1Y | +38.8% | -38.9% | +77.8% | +17.2% |
| All | +196.4% | -80.8% | +277.2% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling