-99.5%
SPXS vs CRL
+249.3%
-348.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +0.3% |
| 7D | +6.4% | -6.9% | +13.3% | +0.6% |
| 30D | +6.0% | -3.2% | +9.2% | +3.6% |
| 3M | -11.6% | +46.5% | -58.2% | +21.3% |
| 6M | -28.7% | +63.1% | -91.8% | +9.7% |
| YTD | -26.3% | +36.9% | -63.1% | -0.6% |
| 1Y | -34.9% | +78.1% | -113.0% | +12.0% |
| 3Y | -79.5% | +36.7% | -116.1% | -65.7% |
| 5Y | -85.9% | -38.1% | -47.8% | -87.4% |
| All | -99.5% | +249.3% | -348.8% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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