+93.0%
CHRW vs SPXL
+137.2%
-44.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.5% |
| 7D | +4.1% | -1.3% | +5.4% | +4.3% |
| 30D | +1.9% | -5.0% | +6.9% | +3.0% |
| 3M | -21.2% | +7.6% | -28.7% | -22.8% |
| 6M | -16.7% | +33.6% | -50.3% | -22.7% |
| YTD | -5.4% | +28.1% | -33.5% | -11.4% |
| 1Y | +21.2% | +43.6% | -22.5% | +10.2% |
| 3Y | +86.5% | +225.8% | -139.4% | +35.1% |
| 5Y | +93.0% | +140.1% | -47.0% | +36.8% |
| All | +93.0% | +137.2% | -44.2% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling