+12.3%
SPXL vs CGNX
+19.2%
-6.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -10.5% | -2.6% | -10.2% |
| 7D | -14.2% | -19.5% | +5.2% | -9.2% |
| 30D | -18.1% | -28.4% | +10.3% | -10.9% |
| 3M | -16.3% | -32.7% | +16.5% | -7.7% |
| 6M | -2.3% | -19.0% | +16.8% | +3.3% |
| YTD | +11.6% | +32.6% | -20.9% | +3.9% |
| 1Y | +12.3% | +18.0% | -5.8% | +14.0% |
| All | +12.3% | +19.2% | -6.9% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling