-4.5%
CRS vs SPXS
-30.2%
+25.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -4.1% |
| 7D | +4.3% | +2.2% | +2.2% | +5.8% |
| 30D | -25.5% | +3.8% | -29.2% | -23.4% |
| 3M | -48.7% | +3.3% | -52.0% | -47.1% |
| 6M | -31.6% | -16.7% | -14.9% | -35.8% |
| YTD | -7.0% | -28.5% | +21.5% | -20.3% |
| 1Y | -4.5% | -30.4% | +25.9% | -18.6% |
| All | -4.5% | -30.2% | +25.7% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling