+425.9%
CORZ vs SPXL
+158.6%
+267.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.3% |
| 7D | +7.6% | -1.3% | +8.9% | +8.8% |
| 30D | -6.9% | -5.0% | -2.0% | -3.0% |
| 3M | -33.0% | +7.6% | -40.6% | -36.9% |
| 6M | +19.3% | +33.6% | -14.3% | -5.5% |
| YTD | +24.2% | +28.1% | -3.9% | +2.3% |
| 1Y | +24.5% | +43.6% | -19.1% | -6.8% |
| All | +425.9% | +158.6% | +267.2% | +173.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling