+2,853.9%
CXT vs SPY
+2,954.7%
-100.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +26.6% |
| 3M | +6.3% | -4.1% | +10.4% | +10.9% |
| 6M | +27.1% | +0.7% | +26.4% | +26.1% |
| YTD | +23.8% | +8.7% | +15.1% | +13.4% |
| 1Y | -4.8% | +10.9% | -15.6% | -14.4% |
| 3Y | +11.0% | +75.0% | -64.0% | -37.7% |
| 5Y | +67.3% | +67.8% | -0.5% | -2.0% |
| 10Y | +194.2% | +312.9% | -118.7% | -27.8% |
| All | +2,853.9% | +2,954.7% | -100.9% | +59.2% |
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 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