+1,146.8%
CIEN vs SPXL
+1,102.8%
+44.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.0% |
| 7D | +15.3% | +7.4% | +7.8% | +12.0% |
| 30D | -22.0% | -7.8% | -14.2% | -18.5% |
| 3M | -36.6% | -11.9% | -24.7% | -32.4% |
| 6M | -51.5% | -1.7% | -49.7% | -50.5% |
| YTD | +20.0% | +20.8% | -0.9% | +12.5% |
| 1Y | +44.5% | +25.0% | +19.5% | +34.1% |
| 3Y | +539.0% | +226.1% | +312.9% | +308.2% |
| 5Y | +356.8% | +101.1% | +255.7% | +221.4% |
| All | +1,146.8% | +1,102.8% | +44.0% | +176.2% |
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