+394.0%
CAH vs SPXL
+141.8%
+252.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.9% |
| 7D | -5.1% | -2.5% | -2.6% | -4.8% |
| 30D | +0.2% | -4.2% | +4.4% | +0.7% |
| 3M | +6.3% | +8.1% | -1.8% | +5.0% |
| 6M | +9.4% | +35.6% | -26.2% | +4.3% |
| YTD | +15.0% | +28.8% | -13.8% | +10.2% |
| 1Y | +55.4% | +39.8% | +15.6% | +46.7% |
| 3Y | +173.8% | +221.4% | -47.6% | +119.4% |
| All | +394.0% | +141.8% | +252.2% | +291.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling