+838.1%
CLS vs SPXS
-80.3%
+918.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -4.3% |
| 7D | +16.3% | -7.5% | +23.8% | +9.6% |
| 30D | -25.7% | +5.3% | -31.0% | -19.7% |
| 3M | -30.9% | +9.7% | -40.6% | -21.7% |
| 6M | -35.5% | -4.6% | -30.9% | -32.0% |
| YTD | -18.7% | -25.8% | +7.1% | -26.9% |
| 1Y | -17.9% | -28.8% | +10.9% | -27.1% |
| 3Y | +838.1% | -80.2% | +918.3% | +323.5% |
| All | +838.1% | -80.3% | +918.4% | +323.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling