+178.3%
CHRW vs SPXL
+1,271.9%
-1,093.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.3% |
| 7D | +3.5% | -2.5% | +6.0% | +4.0% |
| 30D | +4.6% | -4.2% | +8.8% | +5.5% |
| 3M | -19.7% | +8.1% | -27.8% | -21.5% |
| 6M | -12.4% | +35.6% | -48.0% | -18.8% |
| YTD | -3.9% | +28.8% | -32.7% | -9.9% |
| 1Y | +18.4% | +39.8% | -21.4% | +8.6% |
| 3Y | +88.8% | +221.4% | -132.5% | +38.7% |
| 5Y | +93.5% | +146.9% | -53.4% | +41.8% |
| All | +178.3% | +1,271.9% | -1,093.5% | +21.6% |
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