+616.6%
SPXL vs CLBK
+66.9%
+549.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.2% |
| 7D | +1.5% | +1.1% | +0.3% | +0.5% |
| 30D | -3.7% | +7.8% | -11.4% | -9.9% |
| 3M | +8.1% | +23.9% | -15.8% | -11.2% |
| 6M | +39.0% | +42.3% | -3.3% | +1.3% |
| YTD | +29.9% | +65.4% | -35.4% | -18.0% |
| 1Y | +46.6% | +70.3% | -23.7% | -11.1% |
| 3Y | +230.5% | +54.5% | +176.1% | +105.5% |
| 5Y | +140.2% | +43.1% | +97.1% | +34.2% |
| All | +616.6% | +66.9% | +549.7% | +292.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling