+322.0%
CMG vs SPXL
+1,271.9%
-949.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.6% |
| 7D | -2.1% | -2.5% | +0.5% | -1.3% |
| 30D | +10.9% | -4.2% | +15.1% | +12.3% |
| 3M | +15.8% | +8.1% | +7.7% | +12.3% |
| 6M | +6.9% | +35.6% | -28.7% | -4.3% |
| YTD | -2.2% | +28.8% | -31.0% | -11.1% |
| 1Y | -7.1% | +39.8% | -46.9% | -18.0% |
| 3Y | -7.1% | +221.4% | -228.5% | -40.0% |
| 5Y | -4.8% | +146.9% | -151.7% | -37.3% |
| All | +322.0% | +1,271.9% | -949.9% | +58.0% |
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 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