+7.6%
CL vs SPXS
-38.2%
+45.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -1.4% | -1.5% | +0.2% | -1.3% |
| 30D | -5.2% | +3.7% | -8.9% | -5.4% |
| 3M | +3.3% | -9.6% | +12.9% | +3.9% |
| 6M | -4.4% | -32.4% | +28.0% | -3.6% |
| YTD | +13.9% | -28.7% | +42.6% | +13.5% |
| 1Y | +7.6% | -38.1% | +45.7% | +9.4% |
| All | +7.6% | -38.2% | +45.9% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling