+3,043.2%
CMI vs SPXL
+7,495.8%
-4,452.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | +0.7% | -1.3% | +2.0% | +1.2% |
| 30D | -12.3% | -5.0% | -7.3% | -10.4% |
| 3M | -16.8% | +7.6% | -24.4% | -19.7% |
| 6M | +1.5% | +33.6% | -32.1% | -11.2% |
| YTD | +9.8% | +28.1% | -18.3% | -2.1% |
| 1Y | +42.6% | +43.6% | -1.1% | +20.3% |
| 3Y | +151.0% | +225.8% | -74.8% | +38.1% |
| 5Y | +167.0% | +140.1% | +27.0% | +47.6% |
| 10Y | +512.2% | +1,248.4% | -736.2% | +0.2% |
| All | +3,043.2% | +7,495.8% | -4,452.7% | +13.4% |
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