+18.7%
CTSH vs SPXL
+1,239.4%
-1,220.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.8% |
| 7D | -9.8% | -6.0% | -3.8% | -7.9% |
| 30D | +0.1% | -5.8% | +5.9% | +2.1% |
| 3M | +13.2% | +10.9% | +2.4% | +8.2% |
| 6M | -6.2% | +31.9% | -38.1% | -16.5% |
| YTD | -28.5% | +25.8% | -54.2% | -35.4% |
| 1Y | -13.8% | +39.8% | -53.5% | -25.3% |
| 3Y | -13.7% | +219.9% | -233.6% | -47.5% |
| 5Y | -16.7% | +141.1% | -157.8% | -48.2% |
| All | +18.7% | +1,239.4% | -1,220.6% | -64.8% |
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