+598.5%
CEG vs SPXL
+117.7%
+480.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.2% |
| 7D | +17.8% | +9.6% | +8.3% | +13.7% |
| 30D | -4.5% | -9.8% | +5.2% | -0.9% |
| 3M | +1.5% | -9.1% | +10.5% | +5.0% |
| 6M | -3.5% | +1.1% | -4.6% | -5.1% |
| YTD | -19.7% | +22.3% | -42.0% | -27.4% |
| 1Y | -19.8% | +20.3% | -40.1% | -26.9% |
| 3Y | +136.4% | +229.0% | -92.6% | +49.7% |
| All | +598.5% | +117.7% | +480.8% | +349.0% |
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