-100.0%
SPXS vs CRL
+1,116.8%
-1,216.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | -0.2% |
| 7D | -0.1% | -1.0% | +0.9% | -0.8% |
| 30D | +0.8% | +10.7% | -9.8% | +10.3% |
| 3M | -4.7% | +55.3% | -60.0% | +41.6% |
| 6M | -29.6% | +60.7% | -90.3% | +10.4% |
| YTD | -29.8% | +44.6% | -74.4% | +1.6% |
| 1Y | -38.9% | +77.7% | -116.7% | +8.5% |
| 3Y | -79.6% | +37.6% | -117.2% | -65.0% |
| 5Y | -85.9% | -35.8% | -50.1% | -86.0% |
| 10Y | -99.5% | +241.7% | -341.3% | -94.6% |
| All | -100.0% | +1,116.8% | -1,216.8% | -99.6% |
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