+1,914.6%
CLS vs SPXL
+1,102.8%
+811.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.8% |
| 7D | +16.3% | +7.4% | +8.8% | +12.5% |
| 30D | -25.7% | -7.8% | -17.8% | -22.3% |
| 3M | -30.9% | -11.9% | -18.9% | -25.9% |
| 6M | -35.5% | -1.7% | -33.8% | -33.8% |
| YTD | -18.7% | +20.8% | -39.5% | -24.2% |
| 1Y | -17.9% | +25.0% | -42.9% | -24.2% |
| 3Y | +838.1% | +226.1% | +612.0% | +490.4% |
| 5Y | +1,971.9% | +101.1% | +1,870.8% | +1,353.4% |
| All | +1,914.6% | +1,102.8% | +811.7% | +512.7% |
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 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