-11.7%
CXSE vs SPY
+17.2%
-29.0%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.9% |
| 7D | -3.1% | -2.0% | -1.2% | -1.1% |
| 30D | -7.3% | -1.7% | -5.6% | -5.7% |
| 3M | -6.8% | +4.7% | -11.5% | -11.2% |
| 6M | -8.1% | +12.5% | -20.6% | -18.6% |
| YTD | -9.8% | +11.7% | -21.6% | -19.6% |
| 1Y | -11.7% | +17.5% | -29.2% | -25.2% |
| All | -11.7% | +17.2% | -29.0% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling