+8,600.6%
CLS vs SPXS
-100.0%
+8,700.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +1.4% |
| 7D | +4.6% | -0.1% | +4.7% | +4.7% |
| 30D | -13.9% | +0.8% | -14.7% | -13.2% |
| 3M | -26.6% | -4.7% | -21.8% | -26.1% |
| 6M | +15.4% | -29.6% | +45.0% | +3.9% |
| YTD | +5.7% | -29.8% | +35.5% | -4.2% |
| 1Y | +41.1% | -38.9% | +80.1% | +23.4% |
| 3Y | +1,228.6% | -79.6% | +1,308.2% | +798.9% |
| 5Y | +3,240.6% | -85.9% | +3,326.6% | +2,269.2% |
| 10Y | +2,760.3% | -99.5% | +2,859.9% | +682.1% |
| All | +8,600.6% | -100.0% | +8,700.6% | +320.2% |
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