+364.2%
CL vs SPXL
+6,567.8%
-6,203.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | +1.3% | -8.7% | +10.1% | +2.6% |
| 30D | +11.4% | -16.9% | +28.2% | +14.3% |
| 3M | +4.4% | -15.2% | +19.6% | +6.8% |
| 6M | +10.8% | -5.5% | +16.3% | +10.7% |
| YTD | +25.1% | +12.4% | +12.7% | +20.9% |
| 1Y | +28.0% | +16.9% | +11.1% | +22.6% |
| 3Y | +37.6% | +211.8% | -174.2% | +6.3% |
| 5Y | +39.7% | +85.6% | -45.9% | +12.0% |
| 10Y | +75.8% | +1,159.4% | -1,083.6% | -13.8% |
| All | +364.2% | +6,567.8% | -6,203.6% | +45.6% |
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