+5.6%
CNC vs SPXL
+141.8%
-136.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.9% | +1.2% |
| 7D | -0.9% | -2.5% | +1.6% | -0.6% |
| 30D | -1.0% | -4.2% | +3.3% | -0.4% |
| 3M | +4.5% | +8.1% | -3.6% | +3.2% |
| 6M | +85.2% | +35.6% | +49.6% | +76.2% |
| YTD | +61.4% | +28.8% | +32.6% | +54.4% |
| 1Y | +94.9% | +39.8% | +55.1% | +83.8% |
| 3Y | 0.0% | +221.4% | -221.4% | -21.3% |
| All | +5.6% | +141.8% | -136.2% | -15.7% |
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 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