+8,110.7%
SPXL vs CBRE
+1,793.4%
+6,317.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | 0.0% |
| 7D | +9.6% | -2.8% | +12.3% | +11.8% |
| 30D | -9.8% | +2.2% | -12.0% | -11.5% |
| 3M | -9.1% | -10.1% | +1.0% | -2.9% |
| 6M | +1.1% | -8.0% | +9.1% | +4.7% |
| YTD | +22.3% | -17.6% | +39.9% | +35.0% |
| 1Y | +20.3% | -14.7% | +35.0% | +29.6% |
| 3Y | +229.0% | +80.4% | +148.6% | +110.6% |
| 5Y | +103.6% | +25.9% | +77.7% | +78.7% |
| 10Y | +1,127.6% | +379.5% | +748.0% | +423.1% |
| All | +8,110.7% | +1,793.4% | +6,317.3% | +1,376.3% |
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