+3,607.6%
CMG vs SPXL
+7,495.8%
-3,888.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.1% |
| 7D | -6.5% | -1.3% | -5.2% | -6.1% |
| 30D | +12.1% | -5.0% | +17.1% | +13.8% |
| 3M | +20.6% | +7.6% | +13.0% | +17.0% |
| 6M | +2.1% | +33.6% | -31.5% | -8.1% |
| YTD | -2.6% | +28.1% | -30.7% | -11.3% |
| 1Y | -8.7% | +43.6% | -52.3% | -20.0% |
| 3Y | -7.4% | +225.8% | -233.2% | -40.2% |
| 5Y | -5.7% | +140.1% | -145.7% | -36.9% |
| 10Y | +322.3% | +1,248.4% | -926.1% | +40.4% |
| All | +3,607.6% | +7,495.8% | -3,888.3% | +406.0% |
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 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