+65.1%
CSGP vs SPXL
+1,078.5%
-1,013.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.6% |
| 7D | -3.2% | -2.9% | -0.3% | -2.6% |
| 30D | +2.2% | -12.4% | +14.6% | +5.8% |
| 3M | -3.7% | -11.8% | +8.1% | -0.7% |
| 6M | -7.4% | -1.4% | -6.0% | -9.2% |
| YTD | -54.9% | +19.0% | -73.9% | -58.8% |
| 1Y | -54.9% | +18.0% | -72.8% | -58.8% |
| 3Y | -61.9% | +220.0% | -281.9% | -76.5% |
| 5Y | -63.1% | +102.6% | -165.7% | -75.2% |
| 10Y | +65.1% | +1,087.3% | -1,022.1% | -51.4% |
| All | +65.1% | +1,078.5% | -1,013.4% | -51.4% |
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 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