+586.1%
CCJ vs SPXL
+7,736.1%
-7,150.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | +6.9% | -0.9% | +7.7% | +7.3% |
| 3M | -11.6% | +2.0% | -13.7% | -12.3% |
| 6M | -16.2% | +33.5% | -49.7% | -25.2% |
| YTD | +10.1% | +32.2% | -22.0% | -1.2% |
| 1Y | +32.3% | +48.9% | -16.6% | +13.2% |
| 3Y | +171.3% | +222.9% | -51.6% | +64.3% |
| 5Y | +372.4% | +140.7% | +231.7% | +197.9% |
| 10Y | +1,070.0% | +1,192.7% | -122.6% | +183.5% |
| All | +586.1% | +7,736.1% | -7,150.0% | -48.2% |
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