+39.8%
SPXL vs CAI
-26.7%
+66.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.2% |
| 7D | -2.5% | -2.9% | +0.4% | -2.1% |
| 30D | -4.2% | +9.3% | -13.6% | -5.7% |
| 3M | +8.1% | +35.2% | -27.1% | +2.2% |
| 6M | +35.6% | +30.7% | +4.9% | +26.8% |
| YTD | +28.8% | -9.8% | +38.6% | +25.5% |
| 1Y | +39.8% | -28.9% | +68.7% | +39.3% |
| All | +39.8% | -26.7% | +66.6% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling