+30.3%
SPXL vs CRS
-3.8%
+34.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +5.4% |
| 7D | -2.5% | +4.3% | -6.8% | -4.0% |
| 30D | -4.3% | -25.5% | +21.1% | +5.1% |
| 3M | -4.2% | -48.7% | +44.5% | +21.3% |
| 6M | +15.0% | -31.6% | +46.6% | +29.4% |
| YTD | +28.4% | -7.0% | +35.5% | +31.4% |
| 1Y | +30.3% | -4.5% | +34.8% | +31.4% |
| All | +30.3% | -3.8% | +34.1% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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