+67.1%
CFG vs SPXS
-82.9%
+150.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.0% | +9.9% | +0.2% |
| 7D | +0.3% | -1.5% | +1.8% | +0.2% |
| 30D | +3.2% | +9.6% | -6.4% | +7.8% |
| 3M | -9.7% | +8.5% | -18.2% | -5.8% |
| 6M | +3.6% | -5.8% | +9.4% | +3.1% |
| YTD | +14.7% | -25.4% | +40.1% | +5.7% |
| 1Y | +29.6% | -28.8% | +58.4% | +17.7% |
| 3Y | +190.6% | -80.9% | +271.5% | +78.6% |
| 5Y | +67.1% | -83.1% | +150.2% | +18.1% |
| All | +67.1% | -82.9% | +150.0% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling