+41.1%
CLS vs SPXL
+52.0%
-10.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +2.1% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | -13.9% | -0.9% | -13.0% | -12.8% |
| 3M | -26.6% | +2.0% | -28.6% | -27.5% |
| 6M | +15.4% | +33.5% | -18.1% | -12.7% |
| YTD | +5.7% | +32.2% | -26.5% | -20.0% |
| 1Y | +41.1% | +48.9% | -7.8% | +7.0% |
| All | +41.1% | +52.0% | -10.9% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling