-16.6%
CRH vs SPXL
+13.5%
-30.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -13.1% | +9.7% | +1.9% |
| 7D | +5.3% | -14.2% | +19.6% | +11.6% |
| 30D | +14.2% | -18.1% | +32.3% | +23.2% |
| 3M | -4.2% | -16.3% | +12.1% | +2.3% |
| 6M | -14.5% | -2.3% | -12.2% | -15.9% |
| YTD | -22.7% | +11.6% | -34.3% | -29.0% |
| 1Y | -16.6% | +12.3% | -28.8% | -23.9% |
| All | -16.6% | +13.5% | -30.1% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling