-100.0%
SPXS vs CRL
+1,345.3%
-1,445.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -4.7% |
| 7D | +1.5% | +5.0% | -3.6% | +6.7% |
| 30D | +6.3% | +13.5% | -7.2% | +20.1% |
| 3M | +4.2% | +21.5% | -17.3% | +25.8% |
| 6M | -7.9% | +103.4% | -111.3% | +76.7% |
| YTD | -27.5% | +71.8% | -99.3% | +23.9% |
| 1Y | -27.0% | +97.5% | -124.5% | +42.7% |
| 3Y | -80.5% | +99.2% | -179.8% | -52.2% |
| 5Y | -84.0% | -12.1% | -71.8% | -78.2% |
| 10Y | -99.5% | +359.2% | -458.7% | -92.5% |
| All | -100.0% | +1,345.3% | -1,445.3% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling