-35.1%
SPXS vs CRL
+80.5%
-115.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -1.8% |
| 7D | +2.5% | -3.5% | +6.0% | +1.5% |
| 30D | +4.2% | -2.1% | +6.3% | +3.7% |
| 3M | -9.3% | +48.0% | -57.3% | +3.4% |
| 6M | -30.7% | +64.7% | -95.4% | -16.3% |
| YTD | -28.1% | +39.5% | -67.6% | -17.5% |
| 1Y | -35.1% | +74.2% | -109.3% | -19.7% |
| All | -35.1% | +80.5% | -115.6% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling