+15.5%
CXSE vs SPY
+78.7%
-63.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -2.6% | +3.3% | -5.9% | -4.8% |
| 30D | -6.7% | -2.7% | -4.0% | -5.0% |
| 3M | -16.9% | -1.7% | -15.2% | -16.0% |
| 6M | -21.4% | +3.1% | -24.5% | -23.0% |
| YTD | -19.2% | +11.9% | -31.1% | -25.0% |
| 1Y | -22.3% | +12.0% | -34.3% | -27.9% |
| All | +15.5% | +78.7% | -63.2% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling