-47.0%
CLF vs SPXL
+140.3%
-187.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.8% |
| 7D | +6.5% | +1.5% | +5.0% | +5.6% |
| 30D | +0.2% | -3.7% | +3.9% | +2.3% |
| 3M | -3.1% | +8.1% | -11.2% | -7.9% |
| 6M | +25.0% | +39.0% | -14.0% | +3.7% |
| YTD | -7.5% | +29.9% | -37.4% | -20.5% |
| 1Y | +11.5% | +46.6% | -35.1% | -9.5% |
| 3Y | -13.7% | +230.5% | -244.2% | -55.4% |
| 5Y | -47.0% | +140.2% | -187.1% | -70.9% |
| All | -47.0% | +140.3% | -187.3% | -70.9% |
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