+2,953.7%
CLS vs SPXS
-99.5%
+3,053.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -1.6% |
| 7D | +5.0% | +6.4% | -1.4% | +8.1% |
| 30D | +4.8% | +6.0% | -1.2% | +8.1% |
| 3M | -10.4% | -11.6% | +1.2% | -13.6% |
| 6M | +20.8% | -28.7% | +49.5% | +8.7% |
| YTD | +10.0% | -26.3% | +36.3% | +1.6% |
| 1Y | +28.5% | -34.9% | +63.5% | +15.3% |
| 3Y | +1,292.2% | -79.5% | +1,371.7% | +849.1% |
| 5Y | +3,616.8% | -85.9% | +3,702.7% | +2,540.1% |
| All | +2,953.7% | -99.5% | +3,053.3% | +946.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling