+143.9%
CAT vs SPXL
+212.3%
-68.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -10.3% | -8.7% | -1.6% | -6.9% |
| 30D | -31.2% | -16.9% | -14.3% | -25.5% |
| 3M | -34.7% | -15.2% | -19.5% | -30.0% |
| 6M | -39.5% | -5.5% | -34.0% | -38.2% |
| YTD | -1.7% | +12.4% | -14.1% | -7.2% |
| 1Y | -1.1% | +16.9% | -18.0% | -8.2% |
| 3Y | +143.9% | +211.8% | -68.0% | +45.7% |
| All | +143.9% | +212.3% | -68.4% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling