+4,929.8%
CTAS vs SPXL
+7,063.6%
-2,133.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +2.0% | +7.4% | -5.5% | -0.5% |
| 30D | +8.7% | -7.8% | +16.5% | +10.8% |
| 3M | +13.3% | -11.9% | +25.2% | +16.9% |
| 6M | +39.4% | -1.7% | +41.1% | +37.2% |
| YTD | +21.5% | +20.8% | +0.7% | +10.5% |
| 1Y | +21.9% | +25.0% | -3.1% | +9.4% |
| 3Y | +73.6% | +226.1% | -152.5% | +5.4% |
| 5Y | +116.2% | +101.1% | +15.1% | +42.7% |
| 10Y | +818.2% | +1,112.6% | -294.4% | +183.9% |
| All | +4,929.8% | +7,063.6% | -2,133.9% | +550.6% |
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