+8,771.7%
SPXL vs CBRE
+2,012.1%
+6,759.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | +0.1% | -2.0% | +2.0% | +1.4% |
| 30D | -0.9% | -2.2% | +1.3% | +0.2% |
| 3M | +2.0% | +12.9% | -10.9% | -7.6% |
| 6M | +33.5% | +4.3% | +29.2% | +27.5% |
| YTD | +32.2% | -8.0% | +40.2% | +35.8% |
| 1Y | +48.9% | -8.6% | +57.5% | +53.1% |
| 3Y | +222.9% | +71.9% | +151.0% | +114.7% |
| 5Y | +140.7% | +50.0% | +90.7% | +88.5% |
| 10Y | +1,192.7% | +390.1% | +802.6% | +440.4% |
| All | +8,771.7% | +2,012.1% | +6,759.5% | +1,385.5% |
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