+688.6%
CAT vs SPXL
+1,102.8%
-414.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +7.4% | +7.4% | 0.0% | +4.7% |
| 30D | -19.7% | -7.8% | -11.8% | -17.4% |
| 3M | -29.6% | -11.9% | -17.7% | -26.4% |
| 6M | -33.2% | -1.7% | -31.5% | -33.0% |
| YTD | +5.7% | +20.8% | -15.1% | -1.8% |
| 1Y | +9.3% | +25.0% | -15.6% | +0.3% |
| 3Y | +158.3% | +226.1% | -67.8% | +61.8% |
| 5Y | +211.6% | +101.1% | +110.5% | +111.3% |
| All | +688.6% | +1,102.8% | -414.2% | +106.7% |
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