+1,109.2%
CMS vs SPXL
+7,034.2%
-5,925.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.0% | -6.5% | -0.7% |
| 7D | -0.9% | -0.9% | 0.0% | -1.0% |
| 30D | +7.1% | -11.4% | +18.5% | +9.0% |
| 3M | -1.3% | -10.8% | +9.5% | +0.3% |
| 6M | -2.7% | -0.3% | -2.4% | -3.7% |
| YTD | +2.6% | +20.3% | -17.7% | -2.6% |
| 1Y | -2.0% | +24.7% | -26.7% | -7.7% |
| 3Y | +39.6% | +238.6% | -198.9% | +3.2% |
| 5Y | +35.3% | +100.0% | -64.6% | +4.4% |
| 10Y | +132.3% | +1,108.4% | -976.1% | +5.1% |
| All | +1,109.2% | +7,034.2% | -5,925.0% | +192.7% |
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 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