-59.7%
CSGP vs SPXL
+227.9%
-287.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.0% | -4.7% | +0.7% |
| 7D | -1.8% | -0.9% | -1.0% | -1.9% |
| 30D | +5.3% | -11.4% | +16.7% | +7.7% |
| 3M | +3.3% | -10.8% | +14.1% | +5.4% |
| 6M | -4.7% | -0.3% | -4.4% | -6.3% |
| YTD | -53.5% | +20.3% | -73.9% | -57.0% |
| 1Y | -53.7% | +24.7% | -78.5% | -57.8% |
| 3Y | -59.7% | +238.6% | -298.3% | -77.2% |
| All | -59.7% | +227.9% | -287.6% | -77.2% |
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