+72.2%
CSX vs SPXS
-79.7%
+152.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.1% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -3.1% | +0.8% | -3.9% | -2.8% |
| 3M | +7.2% | -4.7% | +11.9% | +6.5% |
| 6M | +16.2% | -29.6% | +45.8% | +8.2% |
| YTD | +37.5% | -29.8% | +67.4% | +28.4% |
| 1Y | +53.2% | -38.9% | +92.2% | +39.0% |
| All | +72.2% | -79.7% | +152.0% | +29.7% |
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