-50.2%
CLF vs SPXL
+7,736.1%
-7,786.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.6% |
| 7D | +7.6% | +0.1% | +7.5% | +7.5% |
| 30D | -1.2% | -0.9% | -0.3% | -0.7% |
| 3M | -13.4% | +2.0% | -15.4% | -15.3% |
| 6M | +15.4% | +33.5% | -18.1% | -4.6% |
| YTD | -5.9% | +32.2% | -38.0% | -21.9% |
| 1Y | +18.8% | +48.9% | -30.1% | -8.0% |
| 3Y | -19.4% | +222.9% | -242.3% | -64.2% |
| 5Y | -47.7% | +140.7% | -188.4% | -75.5% |
| 10Y | +130.4% | +1,192.7% | -1,062.3% | -74.8% |
| All | -50.2% | +7,736.1% | -7,786.3% | -99.2% |
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