+329.2%
CL vs SPXS
-100.0%
+429.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.3% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -4.8% | +0.8% | -5.7% | -4.7% |
| 3M | +4.9% | -4.7% | +9.6% | +4.3% |
| 6M | -5.7% | -29.6% | +23.9% | -10.4% |
| YTD | +14.4% | -29.8% | +44.2% | +8.8% |
| 1Y | +8.7% | -38.9% | +47.7% | +1.2% |
| 3Y | +30.0% | -79.6% | +109.6% | +3.8% |
| 5Y | +28.4% | -85.9% | +114.3% | +2.5% |
| 10Y | +50.1% | -99.5% | +149.6% | -24.4% |
| All | +329.2% | -100.0% | +429.2% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling