+17.0%
CDNS vs SPXL
+220.2%
-203.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.9% |
| 7D | -7.2% | -1.3% | -5.9% | -6.6% |
| 30D | -14.3% | -5.0% | -9.3% | -11.9% |
| 3M | -27.2% | +7.6% | -34.8% | -30.3% |
| 6M | -4.5% | +33.6% | -38.1% | -18.5% |
| YTD | -9.0% | +28.1% | -37.1% | -20.5% |
| 1Y | -21.3% | +43.6% | -65.0% | -35.6% |
| All | +17.0% | +220.2% | -203.2% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling