+376.2%
CL vs SPXS
-100.0%
+476.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.0% | +8.4% | +0.3% |
| 7D | +0.5% | -1.5% | +2.0% | +0.5% |
| 30D | +11.6% | +9.6% | +2.0% | +13.4% |
| 3M | +5.6% | +8.5% | -2.9% | +7.3% |
| 6M | +13.2% | -5.8% | +18.9% | +12.6% |
| YTD | +26.9% | -25.4% | +52.3% | +22.2% |
| 1Y | +27.3% | -28.8% | +56.2% | +21.7% |
| 3Y | +39.7% | -80.9% | +120.6% | +10.1% |
| 5Y | +41.3% | -83.1% | +124.4% | +16.6% |
| 10Y | +76.3% | -99.5% | +175.8% | -10.3% |
| All | +376.2% | -100.0% | +476.2% | +29.8% |
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