+245.6%
CRH vs SPXL
+1,271.9%
-1,026.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.1% |
| 7D | -6.1% | -2.5% | -3.5% | -5.1% |
| 30D | -9.3% | -4.2% | -5.0% | -7.8% |
| 3M | -15.2% | +8.1% | -23.3% | -18.1% |
| 6M | -14.2% | +35.6% | -49.8% | -24.2% |
| YTD | -28.3% | +28.8% | -57.1% | -35.5% |
| 1Y | -21.8% | +39.8% | -61.6% | -32.1% |
| 3Y | +71.6% | +221.4% | -149.8% | +4.9% |
| 5Y | +96.6% | +146.9% | -50.3% | +22.1% |
| All | +245.6% | +1,271.9% | -1,026.2% | -10.0% |
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