+25.9%
CMS vs SPXL
+141.4%
-115.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -3.6% | -0.9% | -2.7% | -3.5% |
| 3M | -1.9% | +2.0% | -3.9% | -2.3% |
| 6M | -11.0% | +33.5% | -44.5% | -13.7% |
| YTD | +0.2% | +32.2% | -32.0% | -2.9% |
| 1Y | -1.3% | +48.9% | -50.2% | -5.7% |
| 3Y | +35.9% | +222.9% | -186.9% | +14.5% |
| All | +25.9% | +141.4% | -115.5% | +1.3% |
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