+219.9%
CTVA vs SPXS
-98.6%
+318.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -0.9% |
| 7D | -5.8% | +1.2% | -7.0% | -5.5% |
| 30D | +11.1% | +5.2% | +5.9% | +12.7% |
| 3M | +13.2% | -9.2% | +22.4% | +10.4% |
| 6M | +8.7% | -29.6% | +38.3% | -0.9% |
| YTD | +27.3% | -27.6% | +54.9% | +17.4% |
| 1Y | +18.0% | -36.7% | +54.7% | +5.1% |
| 3Y | +76.5% | -79.8% | +156.3% | +20.8% |
| 5Y | +105.1% | -85.9% | +191.0% | +42.6% |
| All | +219.9% | -98.6% | +318.5% | +18.3% |
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