+246.7%
CB vs SPXL
+1,078.5%
-831.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +0.7% | -2.9% | +3.6% | +1.0% |
| 30D | +8.2% | -12.4% | +20.6% | +10.9% |
| 3M | +6.3% | -11.8% | +18.1% | +8.6% |
| 6M | +16.2% | -1.4% | +17.6% | +14.6% |
| YTD | +19.3% | +19.0% | +0.4% | +11.5% |
| 1Y | +29.2% | +18.0% | +11.3% | +20.6% |
| 3Y | +71.4% | +220.0% | -148.6% | +15.6% |
| 5Y | +104.2% | +102.6% | +1.7% | +44.9% |
| 10Y | +246.7% | +1,087.3% | -840.6% | +33.1% |
| All | +246.7% | +1,078.5% | -831.9% | +33.1% |
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