+62.7%
CCJ vs SPXL
+228.0%
-165.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -0.8% |
| 7D | -0.8% | +7.4% | -8.2% | -4.4% |
| 30D | -13.2% | -7.8% | -5.3% | -9.7% |
| 3M | -27.6% | -11.9% | -15.7% | -22.8% |
| 6M | -38.7% | -1.7% | -37.0% | -38.2% |
| YTD | -22.7% | +20.8% | -43.5% | -29.6% |
| 1Y | -17.6% | +25.0% | -42.6% | -26.1% |
| 3Y | +62.7% | +226.1% | -163.4% | +4.7% |
| All | +62.7% | +228.0% | -165.3% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling