+233.3%
CP vs SPXS
-99.5%
+332.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -0.7% |
| 7D | +0.6% | +1.2% | -0.7% | +1.0% |
| 30D | -0.5% | +5.2% | -5.7% | +1.2% |
| 3M | +0.1% | -9.2% | +9.2% | -2.4% |
| 6M | +7.8% | -29.6% | +37.4% | -1.8% |
| YTD | +22.9% | -27.6% | +50.5% | +13.3% |
| 1Y | +21.3% | -36.7% | +58.0% | +8.0% |
| 3Y | +20.4% | -79.8% | +100.2% | -18.3% |
| 5Y | +34.9% | -85.9% | +120.8% | -6.2% |
| 10Y | +233.3% | -99.5% | +332.9% | +2.6% |
| All | +233.3% | -99.5% | +332.9% | +2.6% |
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 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