+2,745.8%
SPXL vs CDW
+1,039.4%
+1,706.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.2% | +1.7% | +1.7% |
| 7D | -3.8% | +2.6% | -6.3% | -5.7% |
| 30D | -8.8% | +20.4% | -29.2% | -25.5% |
| 3M | -7.4% | +28.5% | -35.9% | -31.2% |
| 6M | +1.8% | +70.6% | -68.8% | -48.2% |
| YTD | +23.6% | +29.1% | -5.5% | -22.1% |
| 1Y | +21.7% | +23.8% | -2.1% | -19.5% |
| 3Y | +232.4% | -14.5% | +246.9% | +226.8% |
| 5Y | +110.4% | -1.6% | +112.0% | +86.8% |
| 10Y | +1,140.4% | +322.0% | +818.4% | +215.0% |
| All | +2,745.8% | +1,039.4% | +1,706.4% | +388.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling