+33.9%
CCL vs SPXL
+99.3%
-65.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.4% |
| 7D | -1.2% | +7.4% | -8.6% | -5.8% |
| 30D | +13.1% | -7.8% | +21.0% | +18.4% |
| 3M | +3.4% | -11.9% | +15.3% | +11.2% |
| 6M | +18.7% | -1.7% | +20.4% | +18.1% |
| YTD | -2.3% | +20.8% | -23.1% | -15.1% |
| 1Y | +14.2% | +25.0% | -10.8% | -3.4% |
| 3Y | +133.6% | +226.1% | -92.6% | -3.3% |
| All | +33.9% | +99.3% | -65.4% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling