-86.1%
SPXU vs CRL
-38.6%
-47.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.8% | +0.7% |
| 7D | +6.4% | -6.9% | +13.3% | +2.1% |
| 30D | +5.9% | -3.2% | +9.1% | +4.2% |
| 3M | -11.7% | +46.5% | -58.2% | +11.5% |
| 6M | -28.7% | +63.1% | -91.8% | -1.7% |
| YTD | -26.4% | +36.9% | -63.2% | -7.6% |
| 1Y | -35.2% | +78.1% | -113.3% | -2.3% |
| 3Y | -79.8% | +36.7% | -116.5% | -68.8% |
| 5Y | -86.1% | -38.1% | -48.0% | -83.2% |
| All | -86.1% | -38.6% | -47.4% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling