+1,220.7%
CAH vs SPXL
+7,605.2%
-6,384.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.3% |
| 7D | +0.5% | +1.5% | -1.0% | +0.1% |
| 30D | +1.7% | -3.7% | +5.4% | +2.6% |
| 3M | +17.9% | +8.1% | +9.8% | +14.9% |
| 6M | +10.9% | +39.0% | -28.1% | +0.6% |
| YTD | +17.9% | +29.9% | -12.1% | +8.4% |
| 1Y | +61.7% | +46.6% | +15.1% | +43.2% |
| 3Y | +183.7% | +230.5% | -46.8% | +90.3% |
| 5Y | +401.3% | +140.2% | +261.2% | +237.3% |
| 10Y | +293.7% | +1,168.8% | -875.1% | +40.3% |
| All | +1,220.7% | +7,605.2% | -6,384.5% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling