+1,199.1%
SPXL vs CRS
+1,392.1%
-193.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.6% | +3.1% |
| 7D | -2.5% | -6.8% | +4.2% | +1.8% |
| 30D | -4.2% | -16.1% | +11.9% | +6.6% |
| 3M | +8.1% | -21.2% | +29.3% | +24.0% |
| 6M | +35.6% | +8.7% | +26.9% | +25.5% |
| YTD | +28.8% | +41.0% | -12.2% | -0.8% |
| 1Y | +39.8% | +82.7% | -42.8% | -11.7% |
| 3Y | +221.4% | +604.8% | -383.4% | -21.9% |
| 5Y | +146.9% | +1,384.7% | -1,237.8% | -65.3% |
| All | +1,199.1% | +1,392.1% | -193.0% | +71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling