+43.0%
CSGP vs SPXL
+1,184.2%
-1,141.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.0% |
| 7D | -4.1% | +0.1% | -4.1% | -4.1% |
| 30D | +2.3% | -0.9% | +3.2% | +2.6% |
| 3M | -8.2% | +2.0% | -10.2% | -9.7% |
| 6M | -35.1% | +33.5% | -68.6% | -42.2% |
| YTD | -54.0% | +32.2% | -86.2% | -59.0% |
| 1Y | -65.3% | +48.9% | -114.2% | -70.5% |
| 3Y | -62.6% | +222.9% | -285.4% | -76.9% |
| 5Y | -64.8% | +140.7% | -205.5% | -77.5% |
| All | +43.0% | +1,184.2% | -1,141.2% | -59.0% |
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