+43.1%
COF vs SPXL
+141.8%
-98.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.9% | -0.5% |
| 7D | -5.1% | -2.5% | -2.6% | -4.0% |
| 30D | -6.0% | -4.2% | -1.8% | -4.2% |
| 3M | +14.8% | +8.1% | +6.7% | +10.3% |
| 6M | +15.3% | +35.6% | -20.3% | -1.0% |
| YTD | -13.0% | +28.8% | -41.8% | -23.6% |
| 1Y | -5.7% | +39.8% | -45.5% | -20.6% |
| 3Y | +118.1% | +221.4% | -103.2% | +20.3% |
| All | +43.1% | +141.8% | -98.7% | -20.7% |
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