+69.2%
CVE vs SPXS
-80.8%
+150.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +1.8% |
| 7D | +0.1% | +1.5% | -1.4% | +0.7% |
| 30D | -10.8% | +6.3% | -17.2% | -9.2% |
| 3M | -4.3% | +4.2% | -8.6% | -3.0% |
| 6M | -1.5% | -7.9% | +6.4% | -2.9% |
| YTD | +70.7% | -27.5% | +98.2% | +58.4% |
| 1Y | +58.1% | -27.0% | +85.1% | +47.3% |
| All | +69.2% | -80.8% | +150.0% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling