-55.8%
CSGP vs SPXL
+23.3%
-79.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.3% |
| 7D | -7.1% | -3.8% | -3.3% | -7.1% |
| 30D | +3.6% | -8.8% | +12.4% | +3.7% |
| 3M | -2.7% | -7.4% | +4.7% | -2.7% |
| 6M | -8.0% | +1.8% | -9.8% | -8.6% |
| YTD | -55.0% | +23.6% | -78.6% | -56.1% |
| 1Y | -55.8% | +21.7% | -77.5% | -56.8% |
| All | -55.8% | +23.3% | -79.0% | -56.8% |
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