+56.1%
CDE vs SPXL
+1,271.9%
-1,215.8%
-84.9%
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% | +0.1% |
| 7D | -3.1% | -2.5% | -0.6% | -2.0% |
| 30D | +9.5% | -4.2% | +13.7% | +11.6% |
| 3M | +25.5% | +8.1% | +17.4% | +21.9% |
| 6M | -7.9% | +35.6% | -43.5% | -17.9% |
| YTD | +15.6% | +28.8% | -13.2% | +5.6% |
| 1Y | +34.0% | +39.8% | -5.8% | +18.5% |
| 3Y | +791.9% | +221.4% | +570.5% | +453.2% |
| 5Y | +197.7% | +146.9% | +50.8% | +88.4% |
| All | +56.1% | +1,271.9% | -1,215.8% | -50.0% |
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