+369.5%
CL vs SPXS
-100.0%
+469.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -2.3% |
| 7D | +1.3% | +7.5% | -6.2% | +2.6% |
| 30D | +11.4% | +17.5% | -6.1% | +14.4% |
| 3M | +4.4% | +14.7% | -10.2% | +7.0% |
| 6M | +10.8% | -0.1% | +10.9% | +11.2% |
| YTD | +25.1% | -19.7% | +44.9% | +21.8% |
| 1Y | +28.0% | -23.6% | +51.6% | +23.7% |
| 3Y | +37.6% | -79.2% | +116.8% | +9.9% |
| 5Y | +39.7% | -81.7% | +121.4% | +16.7% |
| 10Y | +75.8% | -99.5% | +175.3% | -11.4% |
| All | +369.5% | -100.0% | +469.5% | +29.4% |
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 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