-50.1%
CCI vs SPXL
+132.3%
-182.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.4% |
| 7D | -4.4% | -6.0% | +1.6% | -3.4% |
| 30D | +0.3% | -5.8% | +6.1% | +1.3% |
| 3M | -20.0% | +10.9% | -30.8% | -21.8% |
| 6M | -14.5% | +31.9% | -46.4% | -19.5% |
| YTD | -14.9% | +25.8% | -40.6% | -19.2% |
| 1Y | -17.7% | +39.8% | -57.4% | -23.6% |
| 3Y | -12.4% | +219.9% | -232.2% | -36.7% |
| 5Y | -50.1% | +141.1% | -191.2% | -64.2% |
| All | -50.1% | +132.3% | -182.5% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling