+31.8%
CLX vs SPXS
-99.5%
+131.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.3% |
| 7D | +9.5% | -7.5% | +17.0% | +8.7% |
| 30D | +30.7% | +5.3% | +25.4% | +31.6% |
| 3M | +4.2% | +9.7% | -5.5% | +5.5% |
| 6M | +22.1% | -4.6% | +26.7% | +22.2% |
| YTD | +14.1% | -25.8% | +39.9% | +11.6% |
| 1Y | +10.3% | -28.8% | +39.1% | +7.6% |
| 3Y | -7.8% | -80.2% | +72.4% | -19.5% |
| 5Y | -20.8% | -83.2% | +62.4% | -29.7% |
| All | +31.8% | -99.5% | +131.3% | -22.8% |
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