+57.5%
CVE vs SPXS
-26.0%
+83.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | -10.0% | +0.4% | -10.4% | -10.0% |
| 30D | -11.9% | +10.8% | -22.7% | -13.0% |
| 3M | -5.9% | +9.6% | -15.6% | -7.0% |
| 6M | -1.6% | -4.7% | +3.2% | -1.1% |
| YTD | +66.3% | -24.6% | +90.8% | +72.3% |
| 1Y | +57.5% | -24.6% | +82.1% | +63.3% |
| All | +57.5% | -26.0% | +83.5% | +63.3% |
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 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