+2,170.6%
CAT vs SPXL
+6,954.2%
-4,783.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.9% |
| 7D | -6.3% | -2.9% | -3.4% | -5.5% |
| 30D | -26.8% | -12.4% | -14.4% | -22.9% |
| 3M | -30.0% | -11.8% | -18.3% | -26.6% |
| 6M | -34.6% | -1.4% | -33.2% | -34.5% |
| YTD | +2.9% | +19.0% | -16.1% | -4.8% |
| 1Y | +3.3% | +18.0% | -14.7% | -4.1% |
| 3Y | +153.7% | +220.0% | -66.3% | +48.9% |
| 5Y | +207.3% | +102.6% | +104.7% | +93.7% |
| 10Y | +674.0% | +1,087.3% | -413.3% | +76.0% |
| All | +2,170.6% | +6,954.2% | -4,783.6% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling