+216.8%
CB vs SPXL
+1,166.6%
-949.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.1% |
| 7D | -0.6% | +1.5% | -2.1% | -0.9% |
| 30D | -3.9% | -3.7% | -0.2% | -3.1% |
| 3M | +4.9% | +8.1% | -3.2% | +2.3% |
| 6M | +3.3% | +39.0% | -35.8% | -6.1% |
| YTD | +8.5% | +29.9% | -21.4% | 0.0% |
| 1Y | +22.1% | +46.6% | -24.5% | +8.4% |
| 3Y | +70.1% | +230.5% | -160.4% | +14.5% |
| 5Y | +97.4% | +140.2% | -42.8% | +34.2% |
| 10Y | +216.8% | +1,168.8% | -951.9% | +16.3% |
| All | +216.8% | +1,166.6% | -949.8% | +16.3% |
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