+130.1%
CVE vs SPXS
-99.5%
+229.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.5% | -2.3% |
| 7D | -10.1% | -1.5% | -8.6% | -10.4% |
| 30D | -12.1% | +9.6% | -21.7% | -8.5% |
| 3M | -1.9% | +8.5% | -10.3% | +1.8% |
| 6M | -1.8% | -5.8% | +3.9% | -3.6% |
| YTD | +65.8% | -25.4% | +91.2% | +48.5% |
| 1Y | +60.8% | -28.8% | +89.7% | +41.6% |
| 3Y | +70.1% | -80.9% | +151.0% | -4.8% |
| 5Y | +134.8% | -83.1% | +217.9% | +50.2% |
| 10Y | +130.1% | -99.5% | +229.6% | -41.2% |
| All | +130.1% | -99.5% | +229.6% | -41.2% |
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 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