-58.4%
CSGP vs SPXL
+210.0%
-268.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.1% | +11.4% | +1.3% |
| 7D | +13.9% | -14.2% | +28.1% | +17.5% |
| 30D | +16.0% | -18.1% | +34.1% | +20.7% |
| 3M | +6.1% | -16.3% | +22.3% | +9.8% |
| 6M | -8.2% | -2.3% | -5.9% | -9.8% |
| YTD | -52.3% | +11.6% | -64.0% | -55.1% |
| 1Y | -54.5% | +12.3% | -66.8% | -57.3% |
| All | -58.4% | +210.0% | -268.4% | -75.3% |
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