+426.0%
CVS vs SPXS
-100.0%
+526.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.2% |
| 7D | +4.0% | -0.1% | +4.0% | +3.9% |
| 30D | -2.4% | +0.8% | -3.2% | -2.2% |
| 3M | +2.7% | -4.7% | +7.4% | +1.9% |
| 6M | +21.9% | -29.6% | +51.5% | +13.5% |
| YTD | +24.7% | -29.8% | +54.6% | +16.3% |
| 1Y | +35.4% | -38.9% | +74.4% | +22.8% |
| 3Y | +65.2% | -79.6% | +144.8% | +22.1% |
| 5Y | +30.5% | -85.9% | +116.5% | -2.9% |
| 10Y | +40.4% | -99.5% | +139.9% | -41.8% |
| All | +426.0% | -100.0% | +526.0% | -3.3% |
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