+58.1%
CXSE vs SPY
+318.9%
-260.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.0% |
| 7D | -3.1% | -2.0% | -1.2% | -1.6% |
| 30D | -7.3% | -1.7% | -5.6% | -6.1% |
| 3M | -6.8% | +4.7% | -11.5% | -10.1% |
| 6M | -8.1% | +12.5% | -20.6% | -16.1% |
| YTD | -9.8% | +11.7% | -21.6% | -17.2% |
| 1Y | -11.7% | +17.5% | -29.2% | -22.0% |
| 3Y | +26.0% | +76.6% | -50.5% | -20.4% |
| 5Y | -31.2% | +82.0% | -113.2% | -57.8% |
| All | +58.1% | +318.9% | -260.8% | -45.8% |
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 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