+420.1%
CORZ vs SPXL
+166.8%
+253.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.9% |
| 7D | +8.4% | +0.1% | +8.3% | +8.4% |
| 30D | -17.8% | -0.9% | -16.9% | -17.2% |
| 3M | -35.9% | +2.0% | -37.9% | -37.0% |
| 6M | +12.9% | +33.5% | -20.6% | -10.5% |
| YTD | +22.9% | +32.2% | -9.3% | -1.3% |
| 1Y | +31.4% | +48.9% | -17.5% | -4.4% |
| All | +420.1% | +166.8% | +253.2% | +163.6% |
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