+274.8%
CG vs SPXS
-99.5%
+374.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.7% |
| 7D | +0.2% | -7.5% | +7.7% | -3.2% |
| 30D | +11.2% | +5.3% | +5.8% | +15.2% |
| 3M | -22.1% | +9.7% | -31.8% | -17.3% |
| 6M | -17.9% | -4.6% | -13.4% | -17.2% |
| YTD | -31.3% | -25.8% | -5.5% | -37.0% |
| 1Y | -24.0% | -28.8% | +4.8% | -31.3% |
| 3Y | +45.0% | -80.2% | +125.1% | -12.6% |
| 5Y | -22.6% | -83.2% | +60.6% | -44.8% |
| All | +274.8% | -99.5% | +374.3% | +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 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