+281.1%
CG vs SPXS
-99.9%
+381.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.6% |
| 7D | +0.2% | -7.5% | +7.7% | -3.1% |
| 30D | +11.2% | +5.3% | +5.8% | +15.1% |
| 3M | -22.1% | +9.7% | -31.8% | -17.4% |
| 6M | -17.9% | -4.6% | -13.4% | -17.2% |
| YTD | -31.3% | -25.8% | -5.5% | -36.8% |
| 1Y | -24.0% | -28.8% | +4.8% | -31.0% |
| 3Y | +45.0% | -80.2% | +125.1% | -10.9% |
| 5Y | -22.6% | -83.2% | +60.6% | -43.8% |
| 10Y | +282.1% | -99.5% | +381.6% | +9.1% |
| All | +281.1% | -99.9% | +381.1% | -31.6% |
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