+40.2%
CXSE vs SPY
+307.0%
-266.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.2% |
| 7D | -3.7% | +2.6% | -6.3% | -5.6% |
| 30D | -5.7% | -2.0% | -3.7% | -4.3% |
| 3M | -17.1% | -2.8% | -14.3% | -15.4% |
| 6M | -24.8% | +2.1% | -26.9% | -26.1% |
| YTD | -20.5% | +11.5% | -32.0% | -27.0% |
| 1Y | -23.6% | +13.5% | -37.1% | -30.8% |
| 3Y | +13.7% | +77.7% | -64.0% | -28.7% |
| 5Y | -39.7% | +72.6% | -112.3% | -61.5% |
| All | +40.2% | +307.0% | -266.8% | -51.7% |
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