+81.8%
CX vs SPY
+793.8%
-712.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +0.2% |
| 7D | +1.8% | +0.1% | +1.8% | +1.6% |
| 30D | +16.0% | -3.3% | +19.3% | +21.3% |
| 3M | -1.8% | -2.4% | +0.6% | +1.4% |
| 6M | -15.0% | +2.6% | -17.5% | -17.9% |
| YTD | -2.8% | +11.2% | -14.0% | -15.6% |
| 1Y | +9.5% | +13.4% | -3.8% | -7.4% |
| 3Y | +66.7% | +79.9% | -13.2% | -27.4% |
| 5Y | +70.1% | +72.2% | -2.0% | -19.5% |
| 10Y | +45.4% | +307.3% | -261.9% | -79.2% |
| All | +81.8% | +793.8% | -712.0% | -88.6% |
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