+140.1%
SPXL vs CAG
-41.8%
+181.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -1.3% | -6.6% | +5.3% | +0.4% |
| 30D | -5.0% | +2.3% | -7.3% | -5.7% |
| 3M | +7.6% | +16.3% | -8.7% | +2.5% |
| 6M | +33.6% | -16.0% | +49.6% | +41.0% |
| YTD | +28.1% | -7.7% | +35.8% | +29.6% |
| 1Y | +43.6% | -16.0% | +59.7% | +50.3% |
| 3Y | +225.8% | -37.7% | +263.5% | +273.2% |
| 5Y | +140.1% | -41.2% | +181.3% | +189.8% |
| All | +140.1% | -41.8% | +181.8% | +189.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling