+78.1%
SPXL vs CAI
-11.0%
+89.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | -6.0% | -5.1% | -0.9% | -5.3% |
| 30D | -5.8% | +3.9% | -9.7% | -6.5% |
| 3M | +10.9% | +40.1% | -29.2% | +4.5% |
| 6M | +31.9% | +29.7% | +2.2% | +24.4% |
| YTD | +25.8% | -10.9% | +36.6% | +23.3% |
| 1Y | +39.8% | -28.0% | +67.8% | +39.1% |
| All | +78.1% | -11.0% | +89.1% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling