+80.3%
CX vs SPY
+812.3%
-732.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.0% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -4.5% | +0.1% | -4.6% | -4.5% |
| 3M | -14.6% | +2.0% | -16.5% | -16.9% |
| 6M | -7.2% | +13.0% | -20.2% | -21.2% |
| YTD | -3.6% | +13.5% | -17.1% | -18.5% |
| 1Y | +20.0% | +20.0% | +0.1% | -6.2% |
| 3Y | +39.7% | +77.2% | -37.5% | -37.6% |
| 5Y | +39.8% | +81.9% | -42.0% | -38.7% |
| 10Y | +41.8% | +314.1% | -272.2% | -80.1% |
| All | +80.3% | +812.3% | -732.1% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling