+41.0%
CVS vs SPXS
-99.5%
+140.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | +0.3% |
| 7D | -2.0% | +6.4% | -8.3% | -0.6% |
| 30D | +1.9% | +6.0% | -4.1% | +3.2% |
| 3M | -2.2% | -11.6% | +9.5% | -4.5% |
| 6M | +26.7% | -28.7% | +55.4% | +18.6% |
| YTD | +22.9% | -26.3% | +49.2% | +16.0% |
| 1Y | +32.9% | -34.9% | +67.8% | +22.6% |
| 3Y | +62.3% | -79.5% | +141.7% | +20.5% |
| 5Y | +34.2% | -85.9% | +120.2% | 0.0% |
| All | +41.0% | -99.5% | +140.5% | -42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling