+2,468.5%
CXT vs SPY
+3,091.8%
-623.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -4.1% | +0.1% | -4.1% | -4.2% |
| 3M | +34.9% | +2.0% | +33.0% | +32.2% |
| 6M | +3.9% | +13.0% | -9.1% | -8.4% |
| YTD | +7.6% | +13.5% | -5.9% | -5.7% |
| 1Y | -17.7% | +20.0% | -37.7% | -31.8% |
| 3Y | -13.9% | +77.2% | -91.1% | -52.2% |
| 5Y | +58.8% | +81.9% | -23.1% | -14.4% |
| 10Y | +161.2% | +314.1% | -152.8% | -36.2% |
| All | +2,468.5% | +3,091.8% | -623.2% | +32.3% |
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 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