+421.5%
CARR vs SPXL
+1,264.3%
-842.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.6% |
| 7D | -3.8% | -2.5% | -1.2% | -2.9% |
| 30D | -8.9% | -4.2% | -4.7% | -7.5% |
| 3M | -17.3% | +8.1% | -25.4% | -19.8% |
| 6M | -1.4% | +35.6% | -37.0% | -11.9% |
| YTD | +10.0% | +28.8% | -18.8% | -0.3% |
| 1Y | -6.4% | +39.8% | -46.2% | -17.8% |
| 3Y | +1.5% | +221.4% | -219.8% | -35.3% |
| 5Y | +9.3% | +146.9% | -137.6% | -29.7% |
| All | +421.5% | +1,264.3% | -842.8% | +138.7% |
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