+213.8%
SPXL vs CFG
+183.3%
+30.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.1% |
| 7D | -6.0% | -1.7% | -4.3% | -4.7% |
| 30D | -5.8% | -4.6% | -1.2% | -2.2% |
| 3M | +10.9% | +7.9% | +3.0% | +3.6% |
| 6M | +31.9% | +19.9% | +12.0% | +12.8% |
| YTD | +25.8% | +21.7% | +4.1% | +5.6% |
| 1Y | +39.8% | +38.4% | +1.3% | +4.8% |
| All | +213.8% | +183.3% | +30.5% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling