+609.5%
CTSH vs SPXL
+7,736.1%
-7,126.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.2% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +12.4% | -0.9% | +13.2% | +12.7% |
| 3M | +17.4% | +2.0% | +15.3% | +14.9% |
| 6M | -3.1% | +33.5% | -36.6% | -15.3% |
| YTD | -23.6% | +32.2% | -55.7% | -33.0% |
| 1Y | -10.8% | +48.9% | -59.7% | -25.8% |
| 3Y | -8.3% | +222.9% | -231.1% | -47.1% |
| 5Y | -11.3% | +140.7% | -152.0% | -47.6% |
| 10Y | +22.6% | +1,192.7% | -1,170.0% | -70.6% |
| All | +609.5% | +7,736.1% | -7,126.6% | -40.8% |
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 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