-80.1%
SPXS vs CRL
+37.9%
-118.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +0.5% |
| 7D | -1.5% | -0.6% | -1.0% | -1.7% |
| 30D | +3.7% | +5.0% | -1.3% | +6.1% |
| 3M | -9.6% | +50.6% | -60.2% | +9.7% |
| 6M | -32.4% | +60.9% | -93.3% | -13.5% |
| YTD | -28.7% | +40.7% | -69.4% | -13.5% |
| 1Y | -38.1% | +73.3% | -111.4% | -15.7% |
| 3Y | -80.1% | +40.6% | -120.7% | -70.8% |
| All | -80.1% | +37.9% | -118.0% | -70.8% |
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