+73.9%
CTVA vs SPXS
-79.6%
+153.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -1.2% |
| 7D | -4.5% | +2.5% | -7.0% | -4.0% |
| 30D | +11.3% | +4.2% | +7.1% | +12.2% |
| 3M | +12.3% | -9.3% | +21.6% | +10.3% |
| 6M | +7.2% | -30.7% | +37.9% | 0.0% |
| YTD | +26.0% | -28.1% | +54.1% | +18.9% |
| 1Y | +16.0% | -35.1% | +51.1% | +7.4% |
| 3Y | +73.9% | -79.6% | +153.5% | +26.2% |
| All | +73.9% | -79.6% | +153.5% | +26.2% |
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