-7.1%
CMG vs SPXL
+221.9%
-229.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.5% |
| 7D | -2.1% | -2.5% | +0.5% | -1.4% |
| 30D | +10.9% | -4.2% | +15.1% | +12.2% |
| 3M | +15.8% | +8.1% | +7.7% | +12.4% |
| 6M | +6.9% | +35.6% | -28.7% | -4.2% |
| YTD | -2.2% | +28.8% | -31.0% | -11.1% |
| 1Y | -7.1% | +39.8% | -46.9% | -17.8% |
| 3Y | -7.1% | +221.4% | -228.5% | -37.9% |
| All | -7.1% | +221.9% | -229.1% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling