-7.4%
CHRW vs SPXL
-8.8%
+1.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.9% | -0.2% | +3.1% |
| 7D | -0.1% | -3.8% | +3.7% | -0.1% |
| 30D | -4.3% | -8.8% | +4.5% | -5.0% |
| 3M | -7.4% | -7.4% | 0.0% | -7.6% |
| All | -7.4% | -8.8% | +1.4% | -7.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling