-17.6%
CCJ vs SPXL
+20.3%
-37.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -0.6% |
| 7D | -0.8% | +7.4% | -8.2% | -5.9% |
| 30D | -13.2% | -7.8% | -5.3% | -8.4% |
| 3M | -27.6% | -11.9% | -15.7% | -20.9% |
| 6M | -38.7% | -1.7% | -37.0% | -38.3% |
| YTD | -22.7% | +20.8% | -43.5% | -33.4% |
| 1Y | -17.6% | +25.0% | -42.6% | -31.1% |
| All | -17.6% | +20.3% | -37.8% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling