+58.1%
CVE vs SPXS
-28.0%
+86.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +3.0% |
| 7D | +0.1% | +1.5% | -1.4% | -0.3% |
| 30D | -10.8% | +6.3% | -17.2% | -11.6% |
| 3M | -4.3% | +4.2% | -8.6% | -5.0% |
| 6M | -1.5% | -7.9% | +6.4% | -0.7% |
| YTD | +70.7% | -27.5% | +98.2% | +77.5% |
| 1Y | +58.1% | -27.0% | +85.1% | +64.6% |
| All | +58.1% | -28.0% | +86.1% | +64.6% |
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