+3,154.0%
CLS vs SPXL
+1,271.9%
+1,882.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.4% | +4.1% | +5.4% |
| 7D | +10.9% | -2.5% | +13.5% | +12.3% |
| 30D | +2.1% | -4.2% | +6.3% | +4.4% |
| 3M | -10.2% | +8.1% | -18.3% | -13.0% |
| 6M | +30.4% | +35.6% | -5.2% | +14.4% |
| YTD | +17.2% | +28.8% | -11.6% | +5.3% |
| 1Y | +41.0% | +39.8% | +1.2% | +23.3% |
| 3Y | +1,338.0% | +221.4% | +1,116.6% | +799.7% |
| 5Y | +3,860.6% | +146.9% | +3,713.6% | +2,438.2% |
| All | +3,154.0% | +1,271.9% | +1,882.1% | +935.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling