+56.6%
CX vs SPY
+311.8%
-255.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -3.0% |
| 7D | -2.7% | -0.9% | -1.7% | -1.7% |
| 30D | +11.2% | -2.4% | +13.5% | +14.4% |
| 3M | -4.6% | -1.2% | -3.5% | -3.3% |
| 6M | -19.5% | +3.3% | -22.8% | -22.8% |
| YTD | -6.7% | +12.3% | -19.0% | -18.9% |
| 1Y | +2.0% | +12.4% | -10.4% | -11.6% |
| 3Y | +57.1% | +78.8% | -21.7% | -26.0% |
| 5Y | +65.2% | +75.2% | -9.9% | -18.4% |
| 10Y | +56.6% | +311.1% | -254.5% | -79.2% |
| All | +56.6% | +311.8% | -255.2% | -79.2% |
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