-56.4%
CSGP vs SPXL
+19.5%
-75.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.5% |
| 7D | -6.1% | +9.6% | -15.6% | -6.3% |
| 30D | +0.3% | -9.8% | +10.1% | +0.4% |
| 3M | -1.3% | -9.1% | +7.7% | -1.3% |
| 6M | -8.9% | +1.1% | -10.1% | -9.5% |
| YTD | -55.2% | +22.3% | -77.5% | -56.3% |
| 1Y | -56.4% | +20.3% | -76.7% | -57.4% |
| All | -56.4% | +19.5% | -75.9% | -57.4% |
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