+54.0%
CX vs SPY
+307.0%
-253.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.2% |
| 7D | -1.6% | +2.6% | -4.2% | -4.7% |
| 30D | +10.8% | -2.0% | +12.8% | +13.4% |
| 3M | -4.5% | -2.8% | -1.7% | -1.1% |
| 6M | -19.9% | +2.1% | -22.1% | -22.1% |
| YTD | -7.5% | +11.5% | -19.0% | -18.9% |
| 1Y | +4.3% | +13.5% | -9.1% | -10.6% |
| 3Y | +58.1% | +77.7% | -19.6% | -25.0% |
| 5Y | +64.6% | +72.6% | -8.0% | -17.1% |
| All | +54.0% | +307.0% | -253.0% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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