+1,914.6%
CLS vs SPXS
-99.5%
+2,014.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -4.7% |
| 7D | +16.3% | -7.5% | +23.8% | +12.5% |
| 30D | -25.7% | +5.3% | -31.0% | -22.1% |
| 3M | -30.9% | +9.7% | -40.6% | -25.5% |
| 6M | -35.5% | -4.6% | -30.9% | -33.0% |
| YTD | -18.7% | -25.8% | +7.1% | -22.6% |
| 1Y | -17.9% | -28.8% | +10.9% | -22.3% |
| 3Y | +838.1% | -80.2% | +918.3% | +540.7% |
| 5Y | +1,971.9% | -83.2% | +2,055.1% | +1,502.9% |
| All | +1,914.6% | -99.5% | +2,014.1% | +558.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling