-10.0%
CRM vs SPXL
+29.9%
-39.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.8% | -2.6% | +1.5% |
| 7D | -6.2% | -2.5% | -3.7% | -5.9% |
| 30D | -1.2% | -4.3% | +3.2% | -0.7% |
| 3M | +19.1% | -4.2% | +23.4% | +19.7% |
| 6M | +23.0% | +15.0% | +8.0% | +20.0% |
| YTD | -13.7% | +28.4% | -42.1% | -16.3% |
| 1Y | -10.0% | +30.3% | -40.3% | -13.4% |
| All | -10.0% | +29.9% | -39.9% | -13.4% |
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