+6,274.5%
CLS vs SPXL
+7,736.1%
-1,461.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | -13.9% | -0.9% | -13.0% | -13.4% |
| 3M | -26.6% | +2.0% | -28.6% | -26.6% |
| 6M | +15.4% | +33.5% | -18.1% | +2.5% |
| YTD | +5.7% | +32.2% | -26.5% | -5.8% |
| 1Y | +41.1% | +48.9% | -7.8% | +20.3% |
| 3Y | +1,228.6% | +222.9% | +1,005.7% | +722.8% |
| 5Y | +3,240.6% | +140.7% | +3,099.9% | +2,047.9% |
| 10Y | +2,760.3% | +1,192.7% | +1,567.7% | +624.2% |
| All | +6,274.5% | +7,736.1% | -1,461.6% | +366.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling