+1,150.0%
CNC vs SPXL
+7,495.8%
-6,345.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -4.9% | -1.3% | -3.6% | -4.5% |
| 30D | -3.8% | -5.0% | +1.2% | -2.4% |
| 3M | -3.2% | +7.6% | -10.8% | -5.9% |
| 6M | +47.9% | +33.6% | +14.3% | +34.0% |
| YTD | +55.7% | +28.1% | +27.6% | +42.3% |
| 1Y | +106.2% | +43.6% | +62.6% | +81.4% |
| 3Y | -2.1% | +225.8% | -227.9% | -38.3% |
| 5Y | +3.4% | +140.1% | -136.7% | -34.9% |
| 10Y | +91.7% | +1,248.4% | -1,156.7% | -43.5% |
| All | +1,150.0% | +7,495.8% | -6,345.9% | +65.2% |
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