+140.2%
SPXL vs CFG
+100.9%
+39.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.7% |
| 7D | +1.5% | +2.7% | -1.2% | -0.9% |
| 30D | -3.7% | -3.7% | 0.0% | -0.5% |
| 3M | +8.1% | +9.5% | -1.4% | -0.9% |
| 6M | +39.0% | +22.2% | +16.8% | +15.3% |
| YTD | +29.9% | +22.3% | +7.6% | +7.0% |
| 1Y | +46.6% | +39.4% | +7.2% | +6.6% |
| 3Y | +230.5% | +188.5% | +42.0% | +22.3% |
| 5Y | +140.2% | +101.5% | +38.6% | +33.7% |
| All | +140.2% | +100.9% | +39.2% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling