+753.7%
CCJ vs SPXL
+1,102.8%
-349.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.0% |
| 7D | -0.8% | +7.4% | -8.2% | -3.3% |
| 30D | -13.2% | -7.8% | -5.3% | -10.7% |
| 3M | -27.6% | -11.9% | -15.7% | -24.3% |
| 6M | -38.7% | -1.7% | -37.0% | -38.2% |
| YTD | -22.7% | +20.8% | -43.5% | -27.5% |
| 1Y | -17.6% | +25.0% | -42.6% | -23.5% |
| 3Y | +62.7% | +226.1% | -163.4% | +7.2% |
| 5Y | +159.7% | +101.1% | +58.6% | +86.4% |
| All | +753.7% | +1,102.8% | -349.2% | +191.0% |
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