+79.2%
CXSE vs SPY
+568.7%
-489.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.4% |
| 7D | -0.6% | +0.5% | -1.2% | -1.0% |
| 30D | -6.0% | -0.9% | -5.1% | -5.3% |
| 3M | -3.6% | +3.9% | -7.5% | -6.4% |
| 6M | -2.3% | +14.5% | -16.8% | -11.8% |
| YTD | -7.3% | +12.9% | -20.3% | -15.5% |
| 1Y | -10.0% | +19.4% | -29.3% | -21.2% |
| 3Y | +29.5% | +78.5% | -48.9% | -17.9% |
| 5Y | -30.4% | +81.8% | -112.1% | -56.7% |
| 10Y | +58.6% | +311.5% | -252.9% | -46.7% |
| All | +79.2% | +568.7% | -489.5% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling