+22.4%
CCI vs SPXL
+1,271.9%
-1,249.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | -0.1% | +1.8% |
| 7D | -0.3% | -2.5% | +2.3% | +0.3% |
| 30D | +2.2% | -4.2% | +6.5% | +3.2% |
| 3M | -16.9% | +8.1% | -25.0% | -18.7% |
| 6M | -11.5% | +35.6% | -47.1% | -18.3% |
| YTD | -12.8% | +28.8% | -41.6% | -18.8% |
| 1Y | -17.1% | +39.8% | -56.9% | -24.5% |
| 3Y | -9.6% | +221.4% | -231.0% | -36.8% |
| 5Y | -48.9% | +146.9% | -195.9% | -64.3% |
| All | +22.4% | +1,271.9% | -1,249.4% | -48.8% |
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