+126.8%
COP vs SPXL
+108.4%
+18.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.0% |
| 7D | +0.7% | -3.8% | +4.4% | +1.2% |
| 30D | +0.2% | -8.8% | +9.0% | +1.5% |
| 3M | +10.2% | -7.4% | +17.6% | +11.1% |
| 6M | +20.1% | +1.8% | +18.3% | +17.8% |
| YTD | +50.5% | +23.6% | +26.9% | +40.0% |
| 1Y | +56.8% | +21.7% | +35.1% | +46.0% |
| 3Y | +30.3% | +232.4% | -202.1% | -8.7% |
| 5Y | +126.8% | +110.4% | +16.4% | +66.7% |
| All | +126.8% | +108.4% | +18.4% | +66.7% |
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