+1,412.6%
CNC vs SPXS
-100.0%
+1,512.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -0.4% |
| 7D | -4.9% | +1.2% | -6.1% | -4.5% |
| 30D | -3.8% | +5.2% | -8.9% | -2.2% |
| 3M | -3.2% | -9.2% | +5.9% | -5.5% |
| 6M | +47.9% | -29.6% | +77.5% | +35.1% |
| YTD | +55.7% | -27.6% | +83.3% | +43.8% |
| 1Y | +106.2% | -36.7% | +143.0% | +84.3% |
| 3Y | -2.1% | -79.8% | +77.8% | -34.6% |
| 5Y | +3.4% | -85.9% | +89.3% | -30.4% |
| 10Y | +91.7% | -99.5% | +191.2% | -41.6% |
| All | +1,412.6% | -100.0% | +1,512.6% | +54.7% |
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 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