-29.6%
CLS vs SPXL
+29.9%
-59.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.8% | -13.9% | -14.3% |
| 7D | -21.1% | -2.5% | -18.7% | -19.2% |
| 30D | -38.2% | -4.3% | -33.9% | -34.9% |
| 3M | -36.3% | -4.2% | -32.1% | -32.9% |
| 6M | -43.8% | +15.0% | -58.8% | -51.3% |
| YTD | -20.0% | +28.4% | -48.4% | -39.0% |
| 1Y | -29.6% | +30.3% | -59.9% | -46.7% |
| All | -29.6% | +29.9% | -59.5% | -46.7% |
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