+70.8%
CDNS vs SPXL
+132.3%
-61.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +1.0% |
| 7D | -6.5% | -6.0% | -0.5% | -3.7% |
| 30D | -13.0% | -5.8% | -7.2% | -10.4% |
| 3M | -26.0% | +10.9% | -36.9% | -30.0% |
| 6M | -2.8% | +31.9% | -34.8% | -15.7% |
| YTD | -8.8% | +25.8% | -34.6% | -19.0% |
| 1Y | -15.8% | +39.8% | -55.6% | -29.2% |
| 3Y | +19.7% | +219.9% | -200.1% | -34.6% |
| 5Y | +70.8% | +141.1% | -70.3% | +1.9% |
| All | +70.8% | +132.3% | -61.6% | +1.9% |
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