+165.0%
CMI vs SPXL
+141.8%
+23.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.3% |
| 6M | +0.8% | +35.6% | -34.8% | -9.4% |
| YTD | +10.2% | +28.8% | -18.6% | +0.8% |
| 1Y | +37.4% | +39.8% | -2.4% | +22.2% |
| 3Y | +153.3% | +221.4% | -68.1% | +69.6% |
| All | +165.0% | +141.8% | +23.2% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling