+216.7%
CTVA vs SPXL
+538.9%
-322.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.4% |
| 7D | -4.5% | -2.5% | -2.0% | -3.8% |
| 30D | +11.3% | -4.2% | +15.5% | +12.5% |
| 3M | +12.3% | +8.1% | +4.2% | +9.0% |
| 6M | +7.2% | +35.6% | -28.4% | -3.5% |
| YTD | +26.0% | +28.8% | -2.8% | +14.9% |
| 1Y | +16.0% | +39.8% | -23.8% | +2.6% |
| 3Y | +73.9% | +221.4% | -147.5% | +13.1% |
| 5Y | +103.8% | +146.9% | -43.1% | +31.7% |
| All | +216.7% | +538.9% | -322.2% | +14.3% |
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