-99.5%
SPXU vs CRL
+256.1%
-355.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -0.9% |
| 7D | +2.5% | -3.5% | +6.0% | -0.3% |
| 30D | +4.2% | -2.1% | +6.3% | +2.7% |
| 3M | -9.3% | +48.0% | -57.2% | +25.3% |
| 6M | -30.7% | +64.7% | -95.4% | +7.3% |
| YTD | -28.1% | +39.5% | -67.6% | -1.7% |
| 1Y | -35.2% | +74.2% | -109.4% | +8.8% |
| 3Y | -79.9% | +39.4% | -119.3% | -66.0% |
| 5Y | -86.4% | -36.9% | -49.5% | -87.6% |
| All | -99.5% | +256.1% | -355.6% | -95.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling