+219.2%
CVX vs SPXL
+1,271.9%
-1,052.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.1% |
| 7D | +2.6% | -2.5% | +5.2% | +3.4% |
| 30D | +9.8% | -4.2% | +14.1% | +11.1% |
| 3M | +16.2% | +8.1% | +8.1% | +12.5% |
| 6M | +13.6% | +35.6% | -22.0% | +1.1% |
| YTD | +44.4% | +28.8% | +15.6% | +29.9% |
| 1Y | +40.6% | +39.8% | +0.8% | +22.4% |
| 3Y | +48.2% | +221.4% | -173.2% | -8.3% |
| 5Y | +172.3% | +146.9% | +25.3% | +65.6% |
| All | +219.2% | +1,271.9% | -1,052.7% | -11.3% |
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