+490.1%
CSX vs SPXS
-99.5%
+589.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.3% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -3.1% | +0.8% | -3.9% | -2.7% |
| 3M | +7.2% | -4.7% | +11.9% | +6.0% |
| 6M | +16.2% | -29.6% | +45.8% | +4.9% |
| YTD | +37.5% | -29.8% | +67.4% | +24.5% |
| 1Y | +53.2% | -38.9% | +92.2% | +33.2% |
| 3Y | +68.2% | -79.6% | +147.9% | +9.9% |
| 5Y | +65.2% | -85.9% | +151.1% | +10.3% |
| All | +490.1% | -99.5% | +589.6% | +61.6% |
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