+287.5%
CAH vs SPXL
+1,271.9%
-984.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.2% |
| 7D | -5.1% | -2.5% | -2.6% | -4.5% |
| 30D | +0.2% | -4.2% | +4.4% | +1.1% |
| 3M | +6.3% | +8.1% | -1.8% | +3.9% |
| 6M | +9.4% | +35.6% | -26.2% | +0.6% |
| YTD | +15.0% | +28.8% | -13.8% | +6.7% |
| 1Y | +55.4% | +39.8% | +15.6% | +40.5% |
| 3Y | +173.8% | +221.4% | -47.6% | +88.8% |
| 5Y | +395.2% | +146.9% | +248.3% | +238.4% |
| All | +287.5% | +1,271.9% | -984.4% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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