-100.0%
SPXU vs CRL
+802.4%
-902.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | -0.1% |
| 7D | -0.1% | -1.0% | +0.9% | -0.8% |
| 30D | +0.8% | +10.7% | -9.8% | +9.8% |
| 3M | -4.7% | +55.3% | -60.0% | +38.7% |
| 6M | -29.6% | +60.7% | -90.3% | +8.1% |
| YTD | -29.9% | +44.6% | -74.5% | -0.2% |
| 1Y | -39.1% | +77.7% | -116.8% | +5.4% |
| 3Y | -80.0% | +37.6% | -117.6% | -66.2% |
| 5Y | -86.0% | -35.8% | -50.2% | -85.8% |
| 10Y | -99.5% | +241.7% | -341.3% | -95.2% |
| All | -100.0% | +802.4% | -902.4% | -99.7% |
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 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