+5.5%
CG vs SPXS
-85.7%
+91.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -22.3% |
| YTD | -23.8% | -27.6% | +3.8% | -33.5% |
| 1Y | -28.7% | -36.7% | +8.0% | -41.5% |
| 3Y | +49.2% | -79.8% | +129.0% | -19.5% |
| 5Y | +5.5% | -85.9% | +91.4% | -35.9% |
| All | +5.5% | -85.7% | +91.2% | -35.9% |
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 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