+1,341.2%
SPXL vs CFG
+360.2%
+981.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.9% | +4.1% | +4.3% |
| 7D | -0.9% | +0.3% | -1.1% | -0.6% |
| 30D | -11.4% | +3.2% | -14.6% | -13.5% |
| 3M | -10.8% | -9.7% | -1.1% | -2.2% |
| 6M | -0.3% | +3.6% | -3.9% | -4.1% |
| YTD | +20.3% | +14.7% | +5.6% | +5.2% |
| 1Y | +24.7% | +29.6% | -4.8% | -2.4% |
| 3Y | +238.6% | +190.6% | +48.0% | +25.4% |
| 5Y | +100.0% | +67.1% | +32.9% | +23.9% |
| 10Y | +1,108.4% | +237.0% | +871.4% | +267.9% |
| All | +1,341.2% | +360.2% | +981.1% | +236.8% |
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