+1,380.4%
SPXL vs CFG
+362.1%
+1,018.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.1% |
| 7D | -3.8% | -0.8% | -3.0% | -2.6% |
| 30D | -8.8% | +3.1% | -11.9% | -10.9% |
| 3M | -7.4% | -9.7% | +2.3% | +1.6% |
| 6M | +1.8% | +6.7% | -4.9% | -4.6% |
| YTD | +23.6% | +15.2% | +8.4% | +7.7% |
| 1Y | +21.7% | +28.8% | -7.1% | -4.3% |
| 3Y | +232.4% | +190.1% | +42.3% | +23.3% |
| 5Y | +110.4% | +63.4% | +47.0% | +33.1% |
| 10Y | +1,140.4% | +219.8% | +920.6% | +298.1% |
| All | +1,380.4% | +362.1% | +1,018.2% | +244.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling