+2.0%
CX vs SPY
+13.0%
-11.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -3.1% |
| 7D | -2.7% | -0.9% | -1.7% | -1.6% |
| 30D | +11.2% | -2.4% | +13.5% | +15.0% |
| 3M | -4.6% | -1.2% | -3.5% | -3.2% |
| 6M | -19.5% | +3.3% | -22.8% | -24.0% |
| YTD | -6.7% | +12.3% | -19.0% | -23.5% |
| 1Y | +2.0% | +12.4% | -10.4% | -16.8% |
| All | +2.0% | +13.0% | -11.0% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling