+159.5%
CXT vs SPY
+308.5%
-149.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | -3.9% | +3.3% | -7.2% | -7.5% |
| 30D | +9.0% | -2.7% | +11.7% | +12.5% |
| 3M | +10.0% | -1.7% | +11.8% | +12.2% |
| 6M | +34.7% | +3.1% | +31.6% | +29.6% |
| YTD | +22.5% | +11.9% | +10.6% | +6.9% |
| 1Y | -6.4% | +12.0% | -18.3% | -18.3% |
| 3Y | +15.8% | +78.2% | -62.3% | -42.0% |
| 5Y | +64.6% | +73.2% | -8.6% | -14.8% |
| All | +159.5% | +308.5% | -149.0% | -53.4% |
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 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