+284.0%
CHRW vs SPXL
+7,227.9%
-6,943.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.9% | -0.2% | +2.7% |
| 7D | -0.1% | -3.8% | +3.7% | +0.8% |
| 30D | -4.3% | -8.8% | +4.5% | -2.3% |
| 3M | -7.4% | -7.4% | 0.0% | -6.1% |
| 6M | -20.7% | +1.8% | -22.5% | -22.1% |
| YTD | -15.9% | +23.6% | -39.4% | -21.7% |
| 1Y | -9.9% | +21.7% | -31.6% | -15.9% |
| 3Y | +79.0% | +232.4% | -153.5% | +22.0% |
| 5Y | +61.3% | +110.4% | -49.1% | +15.4% |
| 10Y | +128.5% | +1,140.4% | -1,011.8% | -18.4% |
| All | +284.0% | +7,227.9% | -6,943.9% | -44.8% |
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