+4,532.3%
SPXL vs CG
+351.2%
+4,181.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | +0.2% |
| 7D | +0.1% | -4.3% | +4.4% | +4.0% |
| 30D | -0.9% | -5.1% | +4.2% | +3.2% |
| 3M | +2.0% | +8.7% | -6.6% | -6.3% |
| 6M | +33.5% | -9.2% | +42.8% | +42.7% |
| YTD | +32.2% | -18.9% | +51.0% | +53.5% |
| 1Y | +48.9% | -25.6% | +74.5% | +84.8% |
| 3Y | +222.9% | +57.3% | +165.6% | +97.2% |
| 5Y | +140.7% | +10.2% | +130.6% | +107.8% |
| 10Y | +1,192.7% | +364.2% | +828.4% | +317.1% |
| All | +4,532.3% | +351.2% | +4,181.2% | +1,386.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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