+11.8%
CRM vs SPXL
+221.9%
-210.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.1% |
| 7D | -4.4% | -2.5% | -1.9% | -3.6% |
| 30D | +28.1% | -4.2% | +32.4% | +30.2% |
| 3M | +48.8% | +8.1% | +40.7% | +44.1% |
| 6M | +28.3% | +35.6% | -7.4% | +12.9% |
| YTD | -6.0% | +28.8% | -34.8% | -15.8% |
| 1Y | +1.4% | +39.8% | -38.4% | -12.6% |
| 3Y | +11.8% | +221.4% | -209.5% | -36.6% |
| All | +11.8% | +221.9% | -210.1% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling