+320.2%
CVE vs SPXS
-86.0%
+406.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.0% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +16.7% | +0.8% | +15.9% | +17.0% |
| 3M | +9.3% | -4.7% | +14.0% | +8.2% |
| 6M | +43.6% | -29.6% | +73.2% | +30.5% |
| YTD | +93.6% | -29.8% | +123.4% | +76.4% |
| 1Y | +98.8% | -38.9% | +137.7% | +74.6% |
| 3Y | +73.6% | -79.6% | +153.2% | +19.6% |
| All | +320.2% | -86.0% | +406.1% | +197.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling