-80.6%
SPXS vs CRL
+100.7%
-181.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -4.3% |
| 7D | +1.5% | +5.0% | -3.6% | +4.1% |
| 30D | +6.3% | +13.5% | -7.2% | +13.4% |
| 3M | +4.2% | +21.5% | -17.3% | +15.1% |
| 6M | -7.9% | +103.4% | -111.3% | +29.6% |
| YTD | -27.5% | +71.8% | -99.3% | -3.1% |
| 1Y | -27.0% | +97.5% | -124.5% | +4.9% |
| All | -80.6% | +100.7% | -181.3% | -65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling