+62.8%
CNQ vs SPXL
+29.9%
+33.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +4.8% | -12.2% | -6.4% |
| 7D | -9.4% | -2.5% | -7.0% | -9.7% |
| 30D | +2.8% | -4.3% | +7.1% | +2.2% |
| 3M | +8.5% | -4.2% | +12.7% | +8.1% |
| 6M | +6.4% | +15.0% | -8.6% | +10.2% |
| YTD | +50.9% | +28.4% | +22.5% | +61.4% |
| 1Y | +62.8% | +30.3% | +32.5% | +74.5% |
| All | +62.8% | +29.9% | +33.0% | +74.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling