-63.1%
CSGP vs SPXL
+100.1%
-163.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.6% |
| 7D | -3.2% | -2.9% | -0.3% | -2.6% |
| 30D | +2.2% | -12.4% | +14.6% | +5.8% |
| 3M | -3.7% | -11.8% | +8.1% | -0.7% |
| 6M | -7.4% | -1.4% | -6.0% | -9.3% |
| YTD | -54.9% | +19.0% | -73.9% | -59.0% |
| 1Y | -54.9% | +18.0% | -72.8% | -59.0% |
| 3Y | -61.9% | +220.0% | -281.9% | -77.8% |
| 5Y | -63.1% | +102.6% | -165.7% | -75.8% |
| All | -63.1% | +100.1% | -163.2% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling