+143.5%
CVE vs SPXS
-99.5%
+243.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +1.1% |
| 7D | +0.1% | +1.5% | -1.4% | +1.1% |
| 30D | -10.8% | +6.3% | -17.2% | -8.2% |
| 3M | -4.3% | +4.2% | -8.6% | -2.3% |
| 6M | -1.5% | -7.9% | +6.4% | -4.1% |
| YTD | +70.7% | -27.5% | +98.2% | +51.3% |
| 1Y | +58.1% | -27.0% | +85.1% | +40.8% |
| 3Y | +69.8% | -80.5% | +150.4% | -4.1% |
| 5Y | +148.9% | -84.0% | +232.9% | +55.6% |
| 10Y | +143.5% | -99.5% | +243.0% | -37.9% |
| All | +143.5% | -99.5% | +243.0% | -37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling