+34.7%
CMS vs SPXL
+84.1%
-49.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -1.3% | -8.7% | +7.4% | -0.7% |
| 30D | +6.3% | -16.9% | +23.2% | +7.8% |
| 3M | -2.1% | -15.2% | +13.1% | -0.9% |
| 6M | -5.1% | -5.5% | +0.4% | -5.2% |
| YTD | +1.3% | +12.4% | -11.2% | -0.8% |
| 1Y | -1.4% | +16.9% | -18.3% | -3.8% |
| 3Y | +36.9% | +211.8% | -174.9% | +14.4% |
| All | +34.7% | +84.1% | -49.5% | +10.9% |
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