+505.1%
CCI vs SPXL
+7,736.1%
-7,231.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.5% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +2.7% | -0.9% | +3.6% | +2.9% |
| 3M | -18.2% | +2.0% | -20.2% | -19.5% |
| 6M | -14.8% | +33.5% | -48.3% | -22.7% |
| YTD | -12.6% | +32.2% | -44.8% | -20.6% |
| 1Y | -16.7% | +48.9% | -65.6% | -27.3% |
| 3Y | -10.5% | +222.9% | -233.4% | -42.2% |
| 5Y | -51.4% | +140.7% | -192.1% | -68.4% |
| 10Y | +20.0% | +1,192.7% | -1,172.6% | -63.0% |
| All | +505.1% | +7,736.1% | -7,231.0% | -38.1% |
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