+55.9%
CX vs SPY
+78.7%
-22.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | +5.0% | +0.5% | +4.4% | +4.4% |
| 30D | -3.2% | -0.9% | -2.2% | -2.1% |
| 3M | -8.7% | +3.9% | -12.6% | -12.4% |
| 6M | +0.9% | +14.5% | -13.6% | -12.5% |
| YTD | -4.1% | +12.9% | -17.0% | -15.4% |
| 1Y | +15.9% | +19.4% | -3.5% | -3.3% |
| 3Y | +55.9% | +78.5% | -22.6% | -21.3% |
| All | +55.9% | +78.7% | -22.8% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling