+140.1%
SPXL vs CDW
-23.8%
+163.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.2% |
| 7D | -1.3% | -4.2% | +2.9% | +2.2% |
| 30D | -5.0% | +4.9% | -9.8% | -9.7% |
| 3M | +7.6% | +7.3% | +0.3% | -3.0% |
| 6M | +33.6% | +19.2% | +14.4% | -0.9% |
| YTD | +28.1% | +6.2% | +21.9% | +5.8% |
| 1Y | +43.6% | -14.0% | +57.7% | +50.6% |
| 3Y | +225.8% | -30.0% | +255.8% | +312.8% |
| 5Y | +140.1% | -23.6% | +163.6% | +166.5% |
| All | +140.1% | -23.8% | +163.8% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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