-30.4%
CXSE vs SPY
+81.0%
-111.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.9% |
| 7D | -1.5% | -0.4% | -1.2% | -1.3% |
| 30D | -7.3% | -1.4% | -5.9% | -6.3% |
| 3M | -6.1% | +3.7% | -9.8% | -8.6% |
| 6M | -4.8% | +13.0% | -17.8% | -13.0% |
| YTD | -8.5% | +12.4% | -20.9% | -16.0% |
| 1Y | -11.1% | +18.5% | -29.7% | -21.5% |
| 3Y | +27.9% | +77.6% | -49.7% | -18.3% |
| 5Y | -30.4% | +81.7% | -112.1% | -56.2% |
| All | -30.4% | +81.0% | -111.4% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling