+897.6%
CB vs SPXL
+7,034.2%
-6,136.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.0% | -7.4% | -2.4% |
| 7D | -1.5% | -0.9% | -0.6% | -1.7% |
| 30D | +6.5% | -11.4% | +17.9% | +9.5% |
| 3M | +4.1% | -10.8% | +14.9% | +6.5% |
| 6M | +14.4% | -0.3% | +14.7% | +12.2% |
| YTD | +17.5% | +20.3% | -2.8% | +7.9% |
| 1Y | +27.5% | +24.7% | +2.8% | +15.5% |
| 3Y | +71.6% | +238.6% | -167.0% | +6.9% |
| 5Y | +100.6% | +100.0% | +0.7% | +34.0% |
| 10Y | +243.0% | +1,108.4% | -865.5% | +4.5% |
| All | +897.6% | +7,034.2% | -6,136.6% | +12.3% |
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 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