-23.4%
CG vs SPXS
-83.7%
+60.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -3.7% |
| 7D | -1.5% | -9.5% | +8.0% | -6.5% |
| 30D | +5.7% | +7.4% | -1.7% | +11.4% |
| 3M | -17.9% | +6.1% | -24.0% | -13.5% |
| 6M | -20.2% | -7.3% | -12.9% | -20.9% |
| YTD | -32.0% | -26.7% | -5.3% | -39.3% |
| 1Y | -27.0% | -26.2% | -0.8% | -34.1% |
| 3Y | +42.8% | -80.3% | +123.1% | -23.6% |
| 5Y | -23.4% | -83.4% | +60.0% | -49.1% |
| All | -23.4% | -83.7% | +60.2% | -49.1% |
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