+1,248.4%
SPXL vs CFG
+308.1%
+940.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.6% |
| 7D | -1.3% | -0.6% | -0.7% | -0.7% |
| 30D | -5.0% | -4.5% | -0.5% | -1.1% |
| 3M | +7.6% | +6.3% | +1.3% | +1.3% |
| 6M | +33.6% | +20.6% | +13.0% | +12.3% |
| YTD | +28.1% | +21.2% | +6.9% | +6.6% |
| 1Y | +43.6% | +38.2% | +5.4% | +5.7% |
| 3Y | +225.8% | +185.9% | +39.9% | +22.8% |
| 5Y | +140.1% | +97.0% | +43.1% | +28.5% |
| 10Y | +1,248.4% | +306.8% | +941.6% | +304.5% |
| All | +1,248.4% | +308.1% | +940.3% | +304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling