+3.3%
CAT vs SPXL
+20.0%
-16.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.7% |
| 7D | -6.3% | -2.9% | -3.4% | -5.3% |
| 30D | -26.8% | -12.4% | -14.4% | -21.0% |
| 3M | -30.0% | -11.8% | -18.3% | -25.0% |
| 6M | -34.6% | -1.4% | -33.2% | -35.0% |
| YTD | +2.9% | +19.0% | -16.1% | -9.6% |
| 1Y | +3.3% | +18.0% | -14.7% | -8.8% |
| All | +3.3% | +20.0% | -16.8% | -8.8% |
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 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