+55.6%
CVS vs SPXS
-79.5%
+135.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -0.6% |
| 7D | -1.9% | +1.2% | -3.1% | -1.8% |
| 30D | -0.3% | +5.2% | -5.5% | +0.2% |
| 3M | -1.1% | -9.2% | +8.0% | -2.0% |
| 6M | +23.7% | -29.6% | +53.3% | +19.5% |
| YTD | +23.0% | -27.6% | +50.6% | +19.2% |
| 1Y | +37.2% | -36.7% | +73.9% | +31.2% |
| All | +55.6% | -79.5% | +135.1% | +29.2% |
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