+834.7%
CB vs SPXL
+7,736.1%
-6,901.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -3.1% | -0.9% | -2.2% | -3.0% |
| 3M | +9.0% | +2.0% | +6.9% | +7.2% |
| 6M | +2.9% | +33.5% | -30.7% | -7.1% |
| YTD | +10.1% | +32.2% | -22.0% | -0.7% |
| 1Y | +22.8% | +48.9% | -26.1% | +6.1% |
| 3Y | +73.8% | +222.9% | -149.1% | +10.5% |
| 5Y | +99.2% | +140.7% | -41.5% | +26.4% |
| 10Y | +218.2% | +1,192.7% | -974.4% | -4.3% |
| All | +834.7% | +7,736.1% | -6,901.4% | +3.3% |
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