+427.3%
CSX vs SPXS
-99.5%
+526.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.5% | -3.6% |
| 7D | -5.5% | +7.5% | -13.0% | -3.0% |
| 30D | +4.9% | +17.5% | -12.5% | +11.0% |
| 3M | -2.9% | +14.7% | -17.5% | +2.1% |
| 6M | +8.3% | -0.1% | +8.5% | +9.3% |
| YTD | +36.7% | -19.7% | +56.5% | +29.9% |
| 1Y | +41.5% | -23.6% | +65.1% | +32.6% |
| 3Y | +68.6% | -79.2% | +147.8% | +10.4% |
| 5Y | +48.4% | -81.7% | +130.2% | +8.5% |
| All | +427.3% | -99.5% | +526.8% | +46.6% |
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