+48.9%
SPXL vs CLBK
+73.3%
-24.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.1% | +1.2% | -1.2% | -0.4% |
| 30D | -0.9% | +9.1% | -10.0% | -4.0% |
| 3M | +2.0% | +27.7% | -25.7% | -7.6% |
| 6M | +33.5% | +40.8% | -7.3% | +15.4% |
| YTD | +32.2% | +66.4% | -34.2% | +8.0% |
| 1Y | +48.9% | +72.4% | -23.5% | +19.5% |
| All | +48.9% | +73.3% | -24.4% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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