+82.7%
CRS vs SPXS
-36.2%
+118.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -2.4% |
| 7D | -6.8% | +2.5% | -9.3% | -5.5% |
| 30D | -16.1% | +4.2% | -20.3% | -14.0% |
| 3M | -21.2% | -9.3% | -11.9% | -24.1% |
| 6M | +8.7% | -30.7% | +39.4% | -8.5% |
| YTD | +41.0% | -28.1% | +69.0% | +20.6% |
| 1Y | +82.7% | -35.1% | +117.7% | +47.0% |
| All | +82.7% | -36.2% | +118.8% | +47.0% |
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