+170.0%
CLX vs SPXS
-100.0%
+270.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.1% |
| 7D | -9.2% | -0.1% | -9.2% | -9.2% |
| 30D | -11.0% | +0.8% | -11.9% | -10.9% |
| 3M | +5.0% | -4.7% | +9.8% | +4.7% |
| 6M | -18.8% | -29.6% | +10.8% | -21.8% |
| YTD | -4.4% | -29.8% | +25.4% | -7.9% |
| 1Y | -21.9% | -38.9% | +17.1% | -25.9% |
| 3Y | -32.8% | -79.6% | +46.9% | -42.9% |
| 5Y | -34.6% | -85.9% | +51.4% | -44.5% |
| 10Y | -4.7% | -99.5% | +94.8% | -44.3% |
| All | +170.0% | -100.0% | +270.0% | -13.4% |
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