+140.1%
SPXL vs CBRE
+42.7%
+97.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | +0.4% |
| 7D | -1.3% | -1.7% | +0.4% | +0.2% |
| 30D | -5.0% | -3.0% | -2.0% | -3.0% |
| 3M | +7.6% | +2.6% | +5.0% | +2.2% |
| 6M | +33.6% | +2.0% | +31.6% | +26.4% |
| YTD | +28.1% | -13.1% | +41.2% | +39.5% |
| 1Y | +43.6% | -13.8% | +57.5% | +56.6% |
| 3Y | +225.8% | +63.9% | +162.0% | +57.1% |
| 5Y | +140.1% | +42.3% | +97.7% | +41.6% |
| All | +140.1% | +42.7% | +97.4% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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