+24.5%
COP vs SPXL
+220.2%
-195.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | -0.5% | -1.3% | +0.8% | -0.3% |
| 30D | +11.7% | -5.0% | +16.7% | +12.5% |
| 3M | +17.7% | +7.6% | +10.1% | +15.5% |
| 6M | +18.3% | +33.6% | -15.3% | +10.4% |
| YTD | +49.1% | +28.1% | +21.0% | +40.1% |
| 1Y | +53.3% | +43.6% | +9.7% | +39.3% |
| All | +24.5% | +220.2% | -195.7% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling