+79.5%
CSX vs SPXS
-80.6%
+160.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +1.2% |
| 7D | +3.1% | -9.5% | +12.6% | +1.1% |
| 30D | +9.7% | +7.4% | +2.3% | +11.8% |
| 3M | +4.9% | +6.1% | -1.2% | +6.8% |
| 6M | +18.4% | -7.3% | +25.6% | +17.3% |
| YTD | +45.9% | -26.7% | +72.6% | +37.9% |
| 1Y | +50.0% | -26.2% | +76.2% | +42.3% |
| All | +79.5% | -80.6% | +160.0% | +32.0% |
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