+145.2%
SPXL vs CRS
+1,363.4%
-1,218.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.6% | +3.1% |
| 7D | -2.5% | -6.8% | +4.2% | +1.3% |
| 30D | -4.2% | -16.1% | +11.9% | +5.5% |
| 3M | +8.1% | -21.2% | +29.3% | +22.4% |
| 6M | +35.6% | +8.7% | +26.9% | +26.4% |
| YTD | +28.8% | +41.0% | -12.2% | +1.7% |
| 1Y | +39.8% | +82.7% | -42.8% | -8.1% |
| 3Y | +221.4% | +604.8% | -383.4% | -13.7% |
| All | +145.2% | +1,363.4% | -1,218.2% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling