+607.3%
CEG vs SPXL
+123.9%
+483.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.0% |
| 7D | +0.3% | -6.0% | +6.3% | +2.8% |
| 30D | +2.9% | -5.8% | +8.7% | +5.3% |
| 3M | +18.2% | +10.9% | +7.4% | +12.6% |
| 6M | -9.5% | +31.9% | -41.4% | -20.3% |
| YTD | -18.7% | +25.8% | -44.4% | -27.0% |
| 1Y | -10.1% | +39.8% | -49.9% | -22.6% |
| 3Y | +168.3% | +219.9% | -51.5% | +71.0% |
| All | +607.3% | +123.9% | +483.5% | +351.3% |
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