+213.8%
CXW vs SPY
+322.5%
-108.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +0.7% |
| 7D | +0.6% | -0.8% | +1.4% | +1.4% |
| 30D | +4.0% | -1.1% | +5.0% | +5.0% |
| 3M | +30.1% | +3.9% | +26.2% | +24.9% |
| 6M | +99.7% | +13.6% | +86.1% | +74.8% |
| YTD | +82.8% | +12.7% | +70.1% | +60.9% |
| 1Y | +63.1% | +17.5% | +45.6% | +37.6% |
| 3Y | +243.5% | +76.9% | +166.6% | +88.2% |
| 5Y | +292.5% | +83.6% | +208.9% | +103.1% |
| All | +213.8% | +322.5% | -108.7% | -48.6% |
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