+10.7%
CARR vs SPXL
+141.8%
-131.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.4% |
| 3M | -17.3% | +8.1% | -25.4% | -20.0% |
| 6M | -1.4% | +35.6% | -37.0% | -13.0% |
| YTD | +10.0% | +28.8% | -18.8% | -1.3% |
| 1Y | -6.4% | +39.8% | -46.2% | -19.0% |
| 3Y | +1.5% | +221.4% | -219.8% | -39.0% |
| All | +10.7% | +141.8% | -131.2% | -33.9% |
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