-99.3%
CXAI vs SPY
+116.6%
-215.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -5.5% | +0.1% | -5.6% | -5.7% |
| 30D | -52.0% | +0.1% | -52.0% | -51.8% |
| 3M | -73.3% | +2.0% | -75.2% | -73.5% |
| 6M | -66.1% | +13.0% | -79.1% | -68.6% |
| YTD | -79.5% | +13.5% | -93.0% | -81.0% |
| 1Y | -89.4% | +20.0% | -109.4% | -90.4% |
| 3Y | -97.8% | +77.2% | -175.0% | -98.4% |
| 5Y | -99.3% | +81.9% | -181.2% | -99.5% |
| All | -99.3% | +116.6% | -215.9% | -99.5% |
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