-42.6%
CCL vs SPXL
+1,271.9%
-1,314.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | -0.2% |
| 7D | -3.2% | -2.5% | -0.7% | -1.7% |
| 30D | -17.8% | -4.2% | -13.6% | -15.7% |
| 3M | -18.7% | +8.1% | -26.8% | -22.8% |
| 6M | -11.4% | +35.6% | -47.0% | -26.3% |
| YTD | -24.3% | +28.8% | -53.1% | -35.2% |
| 1Y | -28.8% | +39.8% | -68.6% | -42.4% |
| 3Y | +49.3% | +221.4% | -172.1% | -29.9% |
| 5Y | +1.6% | +146.9% | -145.3% | -47.4% |
| All | -42.6% | +1,271.9% | -1,314.5% | -87.2% |
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 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