+65.6%
CXT vs SPY
+67.4%
-1.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.2% |
| 7D | -1.8% | -2.7% | +0.9% | +1.1% |
| 30D | +19.5% | -5.4% | +24.9% | +26.7% |
| 3M | +6.3% | -4.1% | +10.4% | +11.0% |
| 6M | +27.1% | +0.7% | +26.4% | +26.0% |
| YTD | +23.8% | +8.7% | +15.1% | +13.1% |
| 1Y | -4.8% | +10.9% | -15.6% | -14.7% |
| 3Y | +11.0% | +75.0% | -64.0% | -37.3% |
| All | +65.6% | +67.4% | -1.8% | +0.3% |
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