-63.2%
CSGP vs SPXL
+84.1%
-147.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.4% | -4.9% |
| 7D | +1.3% | -8.7% | +10.0% | +3.9% |
| 30D | +10.7% | -16.9% | +27.6% | +16.5% |
| 3M | +3.3% | -15.2% | +18.5% | +7.8% |
| 6M | -10.3% | -5.5% | -4.8% | -11.0% |
| YTD | -54.6% | +12.4% | -67.0% | -57.9% |
| 1Y | -54.6% | +16.9% | -71.6% | -58.7% |
| 3Y | -60.3% | +211.8% | -272.2% | -76.7% |
| All | -63.2% | +84.1% | -147.4% | -75.1% |
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