+3,682.3%
CLS vs SPXL
+137.2%
+3,545.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +2.0% |
| 7D | +20.1% | -1.3% | +21.4% | +21.1% |
| 30D | +6.0% | -5.0% | +11.0% | +9.6% |
| 3M | -10.3% | +7.6% | -17.9% | -13.8% |
| 6M | +24.5% | +33.6% | -9.1% | +6.0% |
| YTD | +12.9% | +28.1% | -15.2% | -1.6% |
| 1Y | +36.7% | +43.6% | -7.0% | +13.0% |
| 3Y | +1,328.1% | +225.8% | +1,102.3% | +700.6% |
| 5Y | +3,682.3% | +140.1% | +3,542.3% | +2,081.0% |
| All | +3,682.3% | +137.2% | +3,545.1% | +2,081.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling