+323.9%
CHRW vs SPXL
+7,736.1%
-7,412.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -3.5% | -0.9% | -2.6% | -3.3% |
| 3M | -19.4% | +2.0% | -21.4% | -20.4% |
| 6M | -21.4% | +33.5% | -54.9% | -27.9% |
| YTD | -7.1% | +32.2% | -39.3% | -14.6% |
| 1Y | +17.8% | +48.9% | -31.1% | +4.6% |
| 3Y | +78.8% | +222.9% | -144.1% | +23.1% |
| 5Y | +83.5% | +140.7% | -57.2% | +27.0% |
| 10Y | +160.2% | +1,192.7% | -1,032.4% | -7.8% |
| All | +323.9% | +7,736.1% | -7,412.2% | -39.8% |
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