+1,268.6%
CSX vs SPXL
+6,567.8%
-5,299.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.6% |
| 7D | -5.5% | -8.7% | +3.2% | -2.6% |
| 30D | +4.9% | -16.9% | +21.8% | +11.7% |
| 3M | -2.9% | -15.2% | +12.3% | +2.3% |
| 6M | +8.3% | -5.5% | +13.9% | +8.3% |
| YTD | +36.7% | +12.4% | +24.3% | +26.8% |
| 1Y | +41.5% | +16.9% | +24.6% | +28.8% |
| 3Y | +68.6% | +211.8% | -143.2% | -2.7% |
| 5Y | +48.4% | +85.6% | -37.2% | -5.7% |
| 10Y | +446.6% | +1,159.4% | -712.8% | +23.9% |
| All | +1,268.6% | +6,567.8% | -5,299.2% | -2.4% |
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