+343.9%
CVS vs SPXL
+7,063.6%
-6,719.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +6.6% | +7.4% | -0.9% | +4.8% |
| 30D | -0.4% | -7.8% | +7.4% | +0.7% |
| 3M | -5.3% | -11.9% | +6.7% | -3.3% |
| 6M | -7.7% | -1.7% | -6.0% | -8.8% |
| YTD | +16.0% | +20.8% | -4.8% | +8.5% |
| 1Y | +16.2% | +25.0% | -8.8% | +7.7% |
| 3Y | +47.6% | +226.1% | -178.6% | +3.0% |
| 5Y | +12.3% | +101.1% | -88.8% | -17.8% |
| 10Y | +62.4% | +1,112.6% | -1,050.2% | -34.6% |
| All | +343.9% | +7,063.6% | -6,719.7% | -7.0% |
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