-100.0%
SPXS vs CRL
+1,325.4%
-1,425.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +0.6% |
| 7D | -7.5% | +0.1% | -7.6% | -7.1% |
| 30D | +5.3% | +11.9% | -6.6% | +17.6% |
| 3M | +9.7% | +20.2% | -10.5% | +31.1% |
| 6M | -4.6% | +107.5% | -112.1% | +86.7% |
| YTD | -25.8% | +69.4% | -95.2% | +25.4% |
| 1Y | -28.8% | +99.7% | -128.5% | +40.8% |
| 3Y | -80.2% | +98.8% | -178.9% | -51.3% |
| 5Y | -83.2% | -12.4% | -70.8% | -77.2% |
| 10Y | -99.5% | +352.9% | -452.4% | -92.4% |
| All | -100.0% | +1,325.4% | -1,425.4% | -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