+260.5%
CP vs SPXS
-99.5%
+360.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.1% |
| 7D | +2.1% | -7.5% | +9.7% | -0.1% |
| 30D | +9.3% | +5.3% | +4.0% | +11.5% |
| 3M | +0.5% | +9.7% | -9.2% | +3.9% |
| 6M | +10.4% | -4.6% | +15.0% | +10.1% |
| YTD | +28.7% | -25.8% | +54.5% | +20.2% |
| 1Y | +33.2% | -28.8% | +62.0% | +23.1% |
| 3Y | +38.4% | -80.2% | +118.6% | -6.6% |
| 5Y | +26.2% | -83.2% | +109.4% | -7.2% |
| All | +260.5% | -99.5% | +360.0% | +13.3% |
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