+95.4%
CAT vs SPXL
+52.0%
+43.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.4% |
| 7D | +1.7% | +0.1% | +1.7% | +1.6% |
| 30D | -6.6% | -0.9% | -5.7% | -6.2% |
| 3M | -13.3% | +2.0% | -15.3% | -14.9% |
| 6M | +11.6% | +33.5% | -21.9% | -6.2% |
| YTD | +42.9% | +32.2% | +10.8% | +20.5% |
| 1Y | +95.4% | +48.9% | +46.5% | +57.4% |
| All | +95.4% | +52.0% | +43.4% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling