+224.3%
CTVA vs SPXL
+544.6%
-320.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -1.8% |
| 7D | -2.1% | +1.5% | -3.5% | -2.5% |
| 30D | +12.0% | -3.7% | +15.7% | +13.1% |
| 3M | +13.5% | +8.1% | +5.4% | +10.1% |
| 6M | +12.1% | +39.0% | -26.9% | +0.3% |
| YTD | +29.0% | +29.9% | -0.9% | +17.3% |
| 1Y | +18.9% | +46.6% | -27.7% | +3.7% |
| 3Y | +78.9% | +230.5% | -151.6% | +15.3% |
| 5Y | +105.2% | +140.2% | -34.9% | +34.1% |
| All | +224.3% | +544.6% | -320.3% | +16.7% |
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