+3,054.1%
CAT vs SPXL
+7,736.1%
-4,682.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | +1.7% | +0.1% | +1.7% | +1.7% |
| 30D | -6.6% | -0.9% | -5.7% | -6.3% |
| 3M | -13.3% | +2.0% | -15.3% | -14.1% |
| 6M | +11.6% | +33.5% | -21.9% | -1.2% |
| YTD | +42.9% | +32.2% | +10.8% | +27.1% |
| 1Y | +95.4% | +48.9% | +46.5% | +64.9% |
| 3Y | +196.6% | +222.9% | -26.3% | +73.2% |
| 5Y | +321.7% | +140.7% | +180.9% | +147.5% |
| 10Y | +1,140.8% | +1,192.7% | -51.9% | +172.7% |
| All | +3,054.1% | +7,736.1% | -4,682.0% | +94.7% |
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 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