+593.1%
CEG vs SPXL
+115.1%
+478.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | +12.1% | +7.4% | +4.7% | +9.0% |
| 30D | +0.2% | -7.8% | +8.1% | +3.1% |
| 3M | +0.7% | -11.9% | +12.7% | +5.6% |
| 6M | +2.2% | -1.7% | +4.0% | +1.9% |
| YTD | -20.3% | +20.8% | -41.1% | -27.6% |
| 1Y | -16.1% | +25.0% | -41.1% | -24.7% |
| 3Y | +134.7% | +226.1% | -91.5% | +49.1% |
| All | +593.1% | +115.1% | +478.0% | +347.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling