-43.4%
CCL vs SPXS
-99.5%
+56.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | +0.1% |
| 7D | -4.3% | +6.4% | -10.7% | -0.7% |
| 30D | -19.0% | +6.0% | -25.0% | -15.9% |
| 3M | -13.1% | -11.6% | -1.5% | -17.9% |
| 6M | -13.3% | -28.7% | +15.4% | -25.4% |
| YTD | -25.2% | -26.3% | +1.0% | -33.6% |
| 1Y | -27.2% | -34.9% | +7.7% | -39.1% |
| 3Y | +49.2% | -79.5% | +128.7% | -21.1% |
| 5Y | +0.4% | -85.9% | +86.3% | -39.9% |
| All | -43.4% | -99.5% | +56.2% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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