+62.8%
CVE vs SPXS
-100.0%
+162.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +13.2% | -16.0% | +2.7% |
| 7D | -14.1% | +14.3% | -28.4% | -9.0% |
| 30D | -11.6% | +19.4% | -31.1% | -4.6% |
| 3M | 0.0% | +16.2% | -16.2% | +6.8% |
| 6M | -8.4% | -3.4% | -5.0% | -9.4% |
| YTD | +65.9% | -19.1% | +85.0% | +53.1% |
| 1Y | +69.4% | -20.5% | +89.9% | +55.6% |
| 3Y | +55.9% | -79.1% | +135.1% | -9.9% |
| 5Y | +146.2% | -81.6% | +227.7% | +61.4% |
| 10Y | +140.6% | -99.5% | +240.1% | -44.7% |
| All | +62.8% | -100.0% | +162.7% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling