+175.7%
CXW vs SPY
+1,266.2%
-1,090.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.4% |
| 7D | +7.1% | +0.5% | +6.6% | +6.7% |
| 30D | +8.6% | -0.9% | +9.6% | +9.3% |
| 3M | +41.8% | +3.9% | +37.9% | +37.1% |
| 6M | +94.1% | +14.5% | +79.6% | +73.4% |
| YTD | +83.4% | +12.9% | +70.5% | +65.4% |
| 1Y | +78.6% | +19.4% | +59.3% | +54.2% |
| 3Y | +246.7% | +78.5% | +168.2% | +115.9% |
| 5Y | +281.8% | +81.8% | +200.1% | +132.5% |
| 10Y | +204.3% | +311.5% | -107.2% | +2.0% |
| All | +175.7% | +1,266.2% | -1,090.5% | -58.1% |
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