+8,010.4%
SPXL vs CCEP
+3,530.2%
+4,480.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -2.7% |
| 7D | +7.4% | +2.1% | +5.3% | +5.1% |
| 30D | -7.8% | +10.6% | -18.4% | -18.3% |
| 3M | -11.9% | +10.3% | -22.3% | -22.4% |
| 6M | -1.7% | +31.1% | -32.8% | -29.8% |
| YTD | +20.8% | +32.1% | -11.3% | -15.6% |
| 1Y | +25.0% | +32.8% | -7.8% | -13.5% |
| 3Y | +226.1% | +111.3% | +114.8% | +27.9% |
| 5Y | +101.1% | +147.5% | -46.4% | -31.9% |
| 10Y | +1,112.6% | +338.1% | +774.5% | +119.8% |
| All | +8,010.4% | +3,530.2% | +4,480.1% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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