+1,056.5%
CCJ vs SPXL
+1,271.9%
-215.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.6% |
| 7D | -4.0% | -2.5% | -1.5% | -3.2% |
| 30D | -2.4% | -4.2% | +1.9% | -0.8% |
| 3M | -2.3% | +8.1% | -10.4% | -5.1% |
| 6M | -16.2% | +35.6% | -51.8% | -24.6% |
| YTD | +5.7% | +28.8% | -23.1% | -3.1% |
| 1Y | +21.3% | +39.8% | -18.6% | +8.2% |
| 3Y | +159.4% | +221.4% | -62.0% | +70.7% |
| 5Y | +300.7% | +146.9% | +153.7% | +170.1% |
| All | +1,056.5% | +1,271.9% | -215.4% | +314.3% |
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 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