-79.8%
SPXU vs CRL
+38.7%
-118.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.0% |
| 7D | +1.3% | -4.6% | +5.9% | -0.8% |
| 30D | +5.1% | +0.5% | +4.6% | +5.5% |
| 3M | -9.1% | +46.6% | -55.7% | +8.9% |
| 6M | -29.6% | +57.3% | -86.8% | -10.9% |
| YTD | -27.7% | +39.5% | -67.2% | -12.6% |
| 1Y | -37.0% | +76.9% | -113.8% | -13.2% |
| All | -79.8% | +38.7% | -118.5% | -70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling