+786.1%
CSGP vs SPXL
+6,520.0%
-5,733.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.1% | +11.4% | +2.8% |
| 7D | +13.9% | -14.2% | +28.1% | +19.3% |
| 30D | +16.0% | -18.1% | +34.1% | +23.1% |
| 3M | +6.1% | -16.3% | +22.3% | +11.6% |
| 6M | -8.2% | -2.3% | -5.9% | -9.8% |
| YTD | -52.3% | +11.6% | -64.0% | -55.7% |
| 1Y | -54.5% | +12.3% | -66.8% | -57.9% |
| 3Y | -58.6% | +211.6% | -270.2% | -74.8% |
| 5Y | -61.5% | +84.3% | -145.8% | -73.7% |
| 10Y | +74.7% | +1,150.4% | -1,075.7% | -50.8% |
| All | +786.1% | +6,520.0% | -5,733.9% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling