+4,134.8%
SPXL vs CG
+282.0%
+3,852.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -2.1% |
| 7D | +7.4% | +0.2% | +7.3% | +7.1% |
| 30D | -7.8% | +11.2% | -19.0% | -16.3% |
| 3M | -11.9% | -22.1% | +10.2% | +8.7% |
| 6M | -1.7% | -17.9% | +16.2% | +14.5% |
| YTD | +20.8% | -31.3% | +52.1% | +61.3% |
| 1Y | +25.0% | -24.0% | +49.0% | +52.1% |
| 3Y | +226.1% | +45.0% | +181.2% | +112.3% |
| 5Y | +101.1% | -22.6% | +123.7% | +135.1% |
| 10Y | +1,112.6% | +282.1% | +830.4% | +357.9% |
| All | +4,134.8% | +282.0% | +3,852.8% | +1,462.3% |
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