+49.0%
CG vs SPXS
-79.5%
+128.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.5% | -3.2% |
| 7D | -6.4% | +1.2% | -7.7% | -5.7% |
| 30D | -7.1% | +5.2% | -12.2% | -4.0% |
| 3M | -1.6% | -9.2% | +7.6% | -5.3% |
| 6M | -8.3% | -29.6% | +21.3% | -22.6% |
| YTD | -23.8% | -27.6% | +3.8% | -33.7% |
| 1Y | -28.7% | -36.7% | +8.0% | -41.8% |
| All | +49.0% | -79.5% | +128.5% | -17.9% |
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