+362.4%
CFG vs SPXS
-99.8%
+462.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | +0.5% |
| 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% | +10.1% |
| 6M | +19.2% | -29.6% | +48.8% | +4.3% |
| YTD | +23.7% | -29.8% | +53.5% | +8.9% |
| 1Y | +38.8% | -38.9% | +77.8% | +16.1% |
| 3Y | +178.9% | -79.6% | +258.5% | +65.8% |
| 5Y | +101.8% | -85.9% | +187.7% | +25.0% |
| 10Y | +317.3% | -99.5% | +416.8% | -0.1% |
| All | +362.4% | -99.8% | +462.1% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling