+606.6%
CNQ vs SPXL
+7,537.4%
-6,930.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.6% |
| 7D | +0.1% | -2.5% | +2.7% | +1.2% |
| 30D | +6.2% | -4.2% | +10.4% | +7.9% |
| 3M | +12.4% | +8.1% | +4.3% | +7.0% |
| 6M | +9.0% | +35.6% | -26.6% | -8.2% |
| YTD | +52.2% | +28.8% | +23.4% | +30.2% |
| 1Y | +65.0% | +39.8% | +25.2% | +34.8% |
| 3Y | +78.8% | +221.4% | -142.5% | -9.4% |
| 5Y | +286.0% | +146.9% | +139.0% | +91.6% |
| 10Y | +420.7% | +1,255.8% | -835.1% | -12.6% |
| All | +606.6% | +7,537.4% | -6,930.8% | -67.9% |
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