+1,759.5%
CSX vs SPXS
-100.0%
+1,859.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.5% | -3.7% |
| 7D | -5.5% | +7.5% | -13.0% | -2.6% |
| 30D | +4.9% | +17.5% | -12.5% | +11.8% |
| 3M | -2.9% | +14.7% | -17.5% | +2.8% |
| 6M | +8.3% | -0.1% | +8.5% | +9.4% |
| YTD | +36.7% | -19.7% | +56.5% | +28.9% |
| 1Y | +41.5% | -23.6% | +65.1% | +31.4% |
| 3Y | +68.6% | -79.2% | +147.8% | +4.4% |
| 5Y | +48.4% | -81.7% | +130.2% | +2.9% |
| 10Y | +446.6% | -99.5% | +546.1% | +29.5% |
| All | +1,759.5% | -100.0% | +1,859.5% | -5.3% |
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