+1,044.4%
CSGP vs SPXS
-100.0%
+1,144.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.0% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | +2.3% | +0.8% | +1.5% | +2.8% |
| 3M | -8.2% | -4.7% | -3.5% | -9.4% |
| 6M | -35.1% | -29.6% | -5.4% | -42.0% |
| YTD | -54.0% | -29.8% | -24.2% | -58.7% |
| 1Y | -65.3% | -38.9% | -26.4% | -70.1% |
| 3Y | -62.6% | -79.6% | +17.1% | -75.7% |
| 5Y | -64.8% | -85.9% | +21.1% | -76.1% |
| 10Y | +45.1% | -99.5% | +144.6% | -57.0% |
| All | +1,044.4% | -100.0% | +1,144.4% | +1.4% |
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