+189.0%
CDE vs SPXL
+141.8%
+47.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | -0.1% |
| 7D | -3.1% | -2.5% | -0.6% | -1.8% |
| 30D | +9.5% | -4.2% | +13.7% | +12.0% |
| 3M | +25.5% | +8.1% | +17.4% | +21.1% |
| 6M | -7.9% | +35.6% | -43.5% | -19.6% |
| YTD | +15.6% | +28.8% | -13.2% | +3.7% |
| 1Y | +34.0% | +39.8% | -5.8% | +15.9% |
| 3Y | +791.9% | +221.4% | +570.5% | +415.9% |
| All | +189.0% | +141.8% | +47.1% | +68.9% |
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