+414.1%
CARR vs SPXL
+1,232.0%
-817.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -1.6% |
| 7D | -4.1% | -6.0% | +1.9% | -2.0% |
| 30D | -11.0% | -5.8% | -5.2% | -9.1% |
| 3M | -16.4% | +10.9% | -27.2% | -19.6% |
| 6M | -2.4% | +31.9% | -34.3% | -11.9% |
| YTD | +8.4% | +25.8% | -17.3% | -0.9% |
| 1Y | -8.0% | +39.8% | -47.7% | -19.2% |
| 3Y | +0.6% | +219.9% | -219.3% | -35.8% |
| 5Y | +7.7% | +141.1% | -133.3% | -30.1% |
| All | +414.1% | +1,232.0% | -817.9% | +137.3% |
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