+503.2%
CMI vs SPXL
+1,271.9%
-768.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.4% |
| 7D | -0.7% | -2.5% | +1.8% | +0.1% |
| 30D | -12.4% | -4.2% | -8.2% | -11.2% |
| 3M | -14.8% | +8.1% | -22.9% | -17.2% |
| 6M | +0.8% | +35.6% | -34.8% | -9.3% |
| YTD | +10.2% | +28.8% | -18.6% | +0.9% |
| 1Y | +37.4% | +39.8% | -2.4% | +22.1% |
| 3Y | +153.3% | +221.4% | -68.1% | +65.4% |
| 5Y | +167.6% | +146.9% | +20.7% | +75.2% |
| All | +503.2% | +1,271.9% | -768.7% | +57.0% |
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