+30.0%
CL vs SPXL
+141.4%
-111.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -2.2% | +0.1% | -2.2% | -2.2% |
| 30D | -4.8% | -0.9% | -4.0% | -4.8% |
| 3M | +4.9% | +2.0% | +2.9% | +4.6% |
| 6M | -5.7% | +33.5% | -39.2% | -8.1% |
| YTD | +14.4% | +32.2% | -17.8% | +11.5% |
| 1Y | +8.7% | +48.9% | -40.1% | +4.7% |
| 3Y | +30.0% | +222.9% | -192.9% | +12.5% |
| All | +30.0% | +141.4% | -111.3% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling