+1,044.2%
CDNS vs SPXL
+1,271.9%
-227.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.9% | +0.5% |
| 7D | -1.1% | -2.5% | +1.4% | 0.0% |
| 30D | -10.4% | -4.2% | -6.2% | -8.7% |
| 3M | -24.6% | +8.1% | -32.7% | -27.4% |
| 6M | -1.6% | +35.6% | -37.2% | -14.4% |
| YTD | -7.4% | +28.8% | -36.2% | -17.6% |
| 1Y | -18.4% | +39.8% | -58.2% | -30.1% |
| 3Y | +19.0% | +221.4% | -202.4% | -30.8% |
| 5Y | +73.4% | +146.9% | -73.5% | +4.7% |
| All | +1,044.2% | +1,271.9% | -227.7% | +206.4% |
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 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