+32.2%
CP vs SPXS
-28.0%
+60.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | -0.6% |
| 7D | -0.7% | +1.5% | -2.1% | -0.3% |
| 30D | +9.6% | +6.3% | +3.3% | +10.9% |
| 3M | +2.2% | +4.2% | -2.0% | +3.1% |
| 6M | +11.1% | -7.9% | +19.0% | +10.4% |
| YTD | +28.2% | -27.5% | +55.7% | +21.7% |
| 1Y | +32.2% | -27.0% | +59.2% | +26.2% |
| All | +32.2% | -28.0% | +60.2% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling