+6,666.6%
CLS vs SPXS
-100.0%
+6,766.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -3.9% | +12.4% | +6.7% |
| 7D | +2.8% | +1.5% | +1.3% | +5.0% |
| 30D | -30.1% | +6.3% | -36.4% | -26.5% |
| 3M | -21.7% | +4.2% | -26.0% | -17.8% |
| 6M | -36.2% | -7.9% | -28.3% | -35.0% |
| YTD | -17.8% | -27.5% | +9.7% | -22.4% |
| 1Y | -26.8% | -27.0% | +0.2% | -29.6% |
| 3Y | +853.4% | -80.5% | +933.9% | +542.2% |
| 5Y | +2,005.0% | -84.0% | +2,089.0% | +1,503.2% |
| 10Y | +1,929.4% | -99.5% | +2,028.9% | +475.8% |
| All | +6,666.6% | -100.0% | +6,766.6% | +240.5% |
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 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