+256.9%
CP vs SPXS
-99.5%
+356.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | -1.2% |
| 7D | -0.7% | +1.5% | -2.1% | +0.1% |
| 30D | +9.6% | +6.3% | +3.3% | +12.1% |
| 3M | +2.2% | +4.2% | -2.0% | +4.2% |
| 6M | +11.1% | -7.9% | +19.0% | +9.6% |
| YTD | +28.2% | -27.5% | +55.7% | +18.8% |
| 1Y | +32.2% | -27.0% | +59.2% | +23.2% |
| 3Y | +35.5% | -80.5% | +116.1% | -9.1% |
| 5Y | +26.8% | -84.0% | +110.7% | -8.1% |
| 10Y | +256.9% | -99.5% | +356.4% | +10.1% |
| All | +256.9% | -99.5% | +356.4% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling