+1.5%
CARR vs SPXL
+221.9%
-220.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.5% |
| 7D | -3.8% | -2.5% | -1.2% | -2.8% |
| 30D | -8.9% | -4.2% | -4.7% | -7.3% |
| 3M | -17.3% | +8.1% | -25.4% | -20.1% |
| 6M | -1.4% | +35.6% | -37.0% | -13.5% |
| YTD | +10.0% | +28.8% | -18.8% | -1.9% |
| 1Y | -6.4% | +39.8% | -46.2% | -19.6% |
| 3Y | +1.5% | +221.4% | -219.8% | -42.8% |
| All | +1.5% | +221.9% | -220.4% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling