-14.8%
CTSH vs SPXL
+140.3%
-155.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.2% | -3.3% |
| 7D | -5.5% | +1.5% | -6.9% | -5.9% |
| 30D | +4.5% | -3.7% | +8.2% | +5.7% |
| 3M | +13.7% | +8.1% | +5.6% | +10.1% |
| 6M | -8.4% | +39.0% | -47.4% | -18.9% |
| YTD | -26.5% | +29.9% | -56.4% | -33.5% |
| 1Y | -13.9% | +46.6% | -60.5% | -25.5% |
| 3Y | -11.3% | +230.5% | -241.8% | -44.7% |
| 5Y | -14.8% | +140.2% | -155.0% | -44.9% |
| All | -14.8% | +140.3% | -155.2% | -44.9% |
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