-83.6%
SPXS vs CRL
-12.5%
-71.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -4.4% |
| 7D | +1.5% | +5.0% | -3.6% | +5.0% |
| 30D | +6.3% | +13.5% | -7.2% | +15.7% |
| 3M | +4.2% | +21.5% | -17.3% | +18.7% |
| 6M | -7.9% | +103.4% | -111.3% | +44.4% |
| YTD | -27.5% | +71.8% | -99.3% | +5.7% |
| 1Y | -27.0% | +97.5% | -124.5% | +17.1% |
| 3Y | -80.5% | +99.2% | -179.8% | -60.8% |
| All | -83.6% | -12.5% | -71.1% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling