+57.1%
CVE vs SPXS
-26.8%
+83.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.5% | +1.2% |
| 7D | -10.1% | -1.5% | -8.6% | -9.9% |
| 30D | -12.1% | +9.6% | -21.7% | -13.1% |
| 3M | -1.9% | +8.5% | -10.3% | -2.9% |
| 6M | -1.8% | -5.8% | +3.9% | -1.3% |
| YTD | +65.8% | -25.4% | +91.2% | +72.0% |
| All | +57.1% | -26.8% | +83.9% | +63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling