+53.4%
CL vs SPXL
+1,166.6%
-1,113.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -1.4% | +1.5% | -2.8% | -1.6% |
| 30D | -5.2% | -3.7% | -1.5% | -4.7% |
| 3M | +3.3% | +8.1% | -4.8% | +1.8% |
| 6M | -4.4% | +39.0% | -43.4% | -9.5% |
| YTD | +13.9% | +29.9% | -16.0% | +8.6% |
| 1Y | +7.6% | +46.6% | -39.0% | +0.3% |
| 3Y | +29.6% | +230.5% | -200.9% | +1.3% |
| 5Y | +28.1% | +140.2% | -112.1% | +0.3% |
| 10Y | +53.4% | +1,168.8% | -1,115.4% | -25.1% |
| All | +53.4% | +1,166.6% | -1,113.2% | -25.1% |
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