+36.9%
CMS vs SPXL
+212.3%
-175.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | -1.3% | -8.7% | +7.4% | -1.2% |
| 30D | +6.3% | -16.9% | +23.2% | +6.5% |
| 3M | -2.1% | -15.2% | +13.1% | -1.9% |
| 6M | -5.1% | -5.5% | +0.4% | -5.2% |
| YTD | +1.3% | +12.4% | -11.2% | +0.5% |
| 1Y | -1.4% | +16.9% | -18.3% | -2.3% |
| 3Y | +36.9% | +211.8% | -174.9% | +7.1% |
| All | +36.9% | +212.3% | -175.4% | +7.1% |
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