+31.9%
CP vs SPXS
-80.3%
+112.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.0% | +9.0% | +0.5% |
| 7D | +2.8% | -1.5% | +4.3% | +2.7% |
| 30D | +11.3% | +9.6% | +1.7% | +14.0% |
| 3M | +2.9% | +8.5% | -5.6% | +5.2% |
| 6M | +9.8% | -5.8% | +15.5% | +9.2% |
| YTD | +28.5% | -25.4% | +53.9% | +21.9% |
| 1Y | +33.5% | -28.8% | +62.3% | +25.5% |
| 3Y | +31.9% | -80.9% | +112.8% | -1.5% |
| All | +31.9% | -80.3% | +112.3% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling