+1,157.1%
CAT vs SPXL
+1,177.5%
-20.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | +2.9% | -1.3% | +4.2% | +3.4% |
| 30D | -2.6% | -5.0% | +2.4% | -0.8% |
| 3M | -10.7% | +7.6% | -18.3% | -13.1% |
| 6M | +16.1% | +33.6% | -17.5% | +4.2% |
| YTD | +43.2% | +28.1% | +15.1% | +30.4% |
| 1Y | +96.8% | +43.6% | +53.2% | +71.6% |
| 3Y | +201.4% | +225.8% | -24.5% | +88.1% |
| 5Y | +332.7% | +140.1% | +192.6% | +174.2% |
| 10Y | +1,157.1% | +1,248.4% | -91.3% | +208.8% |
| All | +1,157.1% | +1,177.5% | -20.4% | +208.8% |
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 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