+8,010.4%
SPXL vs CBRE
+1,801.7%
+6,208.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.5% |
| 7D | +7.4% | -1.8% | +9.2% | +8.8% |
| 30D | -7.8% | +3.3% | -11.1% | -10.2% |
| 3M | -11.9% | -12.4% | +0.4% | -4.3% |
| 6M | -1.7% | -5.4% | +3.6% | -0.2% |
| YTD | +20.8% | -17.2% | +38.0% | +32.9% |
| 1Y | +25.0% | -13.1% | +38.1% | +32.9% |
| 3Y | +226.1% | +81.6% | +144.6% | +107.8% |
| 5Y | +101.1% | +26.4% | +74.7% | +76.0% |
| 10Y | +1,112.6% | +381.6% | +730.9% | +415.1% |
| All | +8,010.4% | +1,801.7% | +6,208.7% | +1,353.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling