+4,804.9%
CLS vs SPXL
+7,063.6%
-2,258.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.8% |
| 7D | +16.3% | +7.4% | +8.8% | +12.6% |
| 30D | -25.7% | -7.8% | -17.8% | -22.4% |
| 3M | -30.9% | -11.9% | -18.9% | -26.1% |
| 6M | -35.5% | -1.7% | -33.8% | -33.9% |
| YTD | -18.7% | +20.8% | -39.5% | -24.0% |
| 1Y | -17.9% | +25.0% | -42.9% | -24.0% |
| 3Y | +838.1% | +226.1% | +612.0% | +484.8% |
| 5Y | +1,971.9% | +101.1% | +1,870.8% | +1,352.1% |
| 10Y | +1,907.9% | +1,112.6% | +795.3% | +429.9% |
| All | +4,804.9% | +7,063.6% | -2,258.7% | +276.6% |
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