-62.8%
CSGP vs SPXL
+223.9%
-286.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 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% | -9.2% |
| 6M | -35.1% | +33.5% | -68.6% | -41.1% |
| YTD | -54.0% | +32.2% | -86.2% | -58.2% |
| 1Y | -65.3% | +48.9% | -114.2% | -69.8% |
| All | -62.8% | +223.9% | -286.7% | -77.6% |
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