+1,757.8%
CP vs SPXS
-100.0%
+1,857.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | +0.1% |
| 7D | +2.8% | +0.4% | +2.4% | +3.4% |
| 30D | +11.0% | +10.8% | +0.2% | +15.5% |
| 3M | +3.8% | +9.6% | -5.8% | +7.9% |
| 6M | +9.5% | -4.7% | +14.2% | +8.9% |
| YTD | +28.2% | -24.6% | +52.8% | +19.0% |
| 1Y | +33.0% | -24.6% | +57.5% | +23.9% |
| 3Y | +35.5% | -79.8% | +115.3% | -13.1% |
| 5Y | +25.8% | -83.3% | +109.1% | -12.4% |
| 10Y | +250.7% | -99.5% | +350.2% | -4.8% |
| All | +1,757.8% | -100.0% | +1,857.8% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling