+1,199.1%
SPXL vs CAG
-36.2%
+1,235.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.7% |
| 7D | -2.5% | -5.7% | +3.1% | +0.1% |
| 30D | -4.2% | -2.4% | -1.8% | -3.4% |
| 3M | +8.1% | +9.8% | -1.7% | +2.3% |
| 6M | +35.6% | -10.8% | +46.4% | +40.9% |
| YTD | +28.8% | -10.8% | +39.6% | +32.1% |
| 1Y | +39.8% | -19.0% | +58.8% | +49.6% |
| 3Y | +221.4% | -39.7% | +261.1% | +287.4% |
| 5Y | +146.9% | -43.0% | +189.9% | +208.6% |
| All | +1,199.1% | -36.2% | +1,235.2% | +1,416.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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