+111.0%
CTAS vs SPXL
+140.3%
-29.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | 0.0% | +1.5% | -1.5% | -0.4% |
| 30D | -1.0% | -3.7% | +2.7% | -0.1% |
| 3M | +15.8% | +8.1% | +7.6% | +12.5% |
| 6M | -1.0% | +39.0% | -40.0% | -11.0% |
| YTD | +7.4% | +29.9% | -22.5% | -1.9% |
| 1Y | -0.1% | +46.6% | -46.7% | -12.4% |
| 3Y | +66.3% | +230.5% | -164.2% | +7.4% |
| 5Y | +111.0% | +140.2% | -29.2% | +40.9% |
| All | +111.0% | +140.3% | -29.4% | +40.9% |
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