-4.4%
CLX vs SPXS
-99.6%
+95.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.4% |
| 7D | -5.7% | +2.5% | -8.2% | -5.4% |
| 30D | -17.0% | +4.2% | -21.2% | -16.6% |
| 3M | -9.7% | -9.3% | -0.4% | -10.4% |
| 6M | -19.8% | -30.7% | +10.9% | -22.4% |
| YTD | -9.8% | -28.1% | +18.2% | -12.3% |
| 1Y | -26.2% | -35.1% | +8.9% | -28.8% |
| 3Y | -36.2% | -79.6% | +43.4% | -44.2% |
| 5Y | -38.3% | -86.3% | +47.9% | -46.4% |
| All | -4.4% | -99.6% | +95.2% | -43.2% |
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 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