+592.2%
CIEN vs SPXL
+220.2%
+372.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.1% |
| 7D | -4.6% | -1.3% | -3.3% | -4.1% |
| 30D | -12.8% | -5.0% | -7.8% | -10.1% |
| 3M | -23.1% | +7.6% | -30.7% | -26.9% |
| 6M | +6.1% | +33.6% | -27.5% | -12.1% |
| YTD | +44.5% | +28.1% | +16.4% | +22.8% |
| 1Y | +176.6% | +43.6% | +133.0% | +120.8% |
| All | +592.2% | +220.2% | +372.0% | +280.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling