+8,499.7%
SPXL vs CRS
+3,082.0%
+5,417.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.3% | -0.5% | -0.7% | -0.9% |
| 30D | -5.0% | -18.1% | +13.1% | +9.5% |
| 3M | +7.6% | -12.4% | +20.0% | +16.7% |
| 6M | +33.6% | +15.9% | +17.7% | +15.9% |
| YTD | +28.1% | +45.8% | -17.7% | -8.5% |
| 1Y | +43.6% | +87.8% | -44.1% | -18.5% |
| 3Y | +225.8% | +648.7% | -422.9% | -41.7% |
| 5Y | +140.1% | +1,416.6% | -1,276.6% | -77.1% |
| 10Y | +1,248.4% | +1,412.7% | -164.3% | -1.3% |
| All | +8,499.7% | +3,082.0% | +5,417.7% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling