+84.1%
SPXL vs CAI
-8.1%
+92.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | -3.7% | +9.1% | -12.8% | -5.1% |
| 3M | +8.1% | +53.8% | -45.7% | +0.4% |
| 6M | +39.0% | +33.5% | +5.5% | +30.6% |
| YTD | +29.9% | -8.0% | +37.9% | +26.8% |
| 1Y | +46.6% | -28.7% | +75.3% | +45.8% |
| All | +84.1% | -8.1% | +92.1% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling