+327.1%
CFG vs SPXS
-99.8%
+426.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.3% |
| 7D | +1.6% | -9.5% | +11.1% | -2.5% |
| 30D | +3.3% | +7.4% | -4.1% | +7.4% |
| 3M | -11.5% | +6.1% | -17.7% | -8.2% |
| 6M | +6.2% | -7.3% | +13.5% | +4.8% |
| YTD | +14.3% | -26.7% | +41.0% | +3.5% |
| 1Y | +26.7% | -26.2% | +52.9% | +15.7% |
| 3Y | +187.8% | -80.3% | +268.1% | +67.9% |
| 5Y | +61.3% | -83.4% | +144.7% | +8.0% |
| 10Y | +217.2% | -99.5% | +316.7% | -22.2% |
| All | +327.1% | -99.8% | +426.8% | -7.5% |
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 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