-29.6%
CLS vs SPXS
-30.2%
+0.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.9% | -4.2% | -14.4% |
| 7D | -21.1% | +2.2% | -23.3% | -19.0% |
| 30D | -38.2% | +3.8% | -42.0% | -34.6% |
| 3M | -36.3% | +3.3% | -39.6% | -31.9% |
| 6M | -43.8% | -16.7% | -27.1% | -49.8% |
| YTD | -20.0% | -28.5% | +8.5% | -36.1% |
| 1Y | -29.6% | -30.4% | +0.8% | -43.4% |
| All | -29.6% | -30.2% | +0.6% | -43.4% |
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