+490.1%
CSX vs SPXL
+1,184.2%
-694.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -3.4% | +0.1% | -3.4% | -3.4% |
| 30D | -3.1% | -0.9% | -2.2% | -2.9% |
| 3M | +7.2% | +2.0% | +5.1% | +5.5% |
| 6M | +16.2% | +33.5% | -17.4% | +4.0% |
| YTD | +37.5% | +32.2% | +5.4% | +23.1% |
| 1Y | +53.2% | +48.9% | +4.3% | +30.9% |
| 3Y | +68.2% | +222.9% | -154.6% | +3.0% |
| 5Y | +65.2% | +140.7% | -75.5% | +2.7% |
| All | +490.1% | +1,184.2% | -694.1% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling