+633.7%
CTSH vs SPXL
+7,227.9%
-6,594.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -2.3% |
| 7D | -2.1% | -3.8% | +1.7% | -1.4% |
| 30D | +8.0% | -8.8% | +16.8% | +10.5% |
| 3M | +10.6% | -7.4% | +18.0% | +12.3% |
| 6M | +32.5% | +1.8% | +30.8% | +27.9% |
| YTD | -21.0% | +23.6% | -44.5% | -29.9% |
| 1Y | -9.9% | +21.7% | -31.6% | -19.9% |
| 3Y | +3.1% | +232.4% | -229.3% | -41.7% |
| 5Y | -13.4% | +110.4% | -123.8% | -46.6% |
| 10Y | +37.1% | +1,140.4% | -1,103.2% | -66.9% |
| All | +633.7% | +7,227.9% | -6,594.3% | -38.1% |
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