+129.9%
CHRW vs SPXL
+1,102.8%
-972.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +7.3% | +7.4% | -0.2% | +5.6% |
| 30D | -3.6% | -7.8% | +4.3% | -2.1% |
| 3M | -9.6% | -11.9% | +2.4% | -7.5% |
| 6M | -17.0% | -1.7% | -15.3% | -17.6% |
| YTD | -15.4% | +20.8% | -36.2% | -20.0% |
| 1Y | -10.0% | +25.0% | -35.0% | -15.5% |
| 3Y | +82.2% | +226.1% | -144.0% | +33.2% |
| 5Y | +59.4% | +101.1% | -41.7% | +21.8% |
| All | +129.9% | +1,102.8% | -972.9% | +2.2% |
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