-39.1%
SPXU vs CRL
+78.8%
-117.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +0.8% |
| 7D | -0.1% | -1.0% | +0.9% | -0.4% |
| 30D | +0.8% | +10.7% | -9.8% | +4.0% |
| 3M | -4.7% | +55.3% | -60.0% | +10.1% |
| 6M | -29.6% | +60.7% | -90.3% | -16.0% |
| YTD | -29.9% | +44.6% | -74.5% | -18.9% |
| 1Y | -39.1% | +77.7% | -116.8% | -24.7% |
| All | -39.1% | +78.8% | -117.9% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling