+8,546.7%
SPXL vs CGNX
+1,749.2%
+6,797.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | -1.0% |
| 7D | -2.5% | +3.2% | -5.7% | -5.0% |
| 30D | -4.2% | +6.0% | -10.2% | -9.6% |
| 3M | +8.1% | +3.5% | +4.6% | +2.2% |
| 6M | +35.6% | +26.3% | +9.3% | +7.9% |
| YTD | +28.8% | +79.2% | -50.4% | -33.6% |
| 1Y | +39.8% | +43.8% | -4.0% | -14.8% |
| 3Y | +221.4% | +52.0% | +169.4% | +67.0% |
| 5Y | +146.9% | -24.0% | +171.0% | +143.3% |
| 10Y | +1,255.8% | +189.1% | +1,066.7% | +284.5% |
| All | +8,546.7% | +1,749.2% | +6,797.6% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling