+73.2%
CB vs SPXL
+241.4%
-168.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -3.1% | -0.9% | -2.2% | -3.1% |
| 3M | +9.0% | +2.0% | +6.9% | +8.8% |
| 6M | +2.9% | +33.5% | -30.7% | +0.4% |
| YTD | +10.1% | +32.2% | -22.0% | +7.4% |
| 1Y | +22.8% | +48.9% | -26.1% | +18.2% |
| All | +73.2% | +241.4% | -168.3% | +47.0% |
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 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