+141.1%
SPXL vs CLX
-37.2%
+178.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -6.0% | -5.9% | -0.1% | -3.8% |
| 30D | -5.8% | -17.0% | +11.3% | +1.1% |
| 3M | +10.9% | -9.6% | +20.4% | +14.7% |
| 6M | +31.9% | -21.5% | +53.4% | +44.1% |
| YTD | +25.8% | -8.8% | +34.6% | +28.1% |
| 1Y | +39.8% | -24.7% | +64.4% | +54.4% |
| 3Y | +219.9% | -35.6% | +255.5% | +274.1% |
| 5Y | +141.1% | -37.6% | +178.7% | +158.3% |
| All | +141.1% | -37.2% | +178.3% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 5y: compounded portfolio wealth divided by compounded CLX 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…
5y analysis · Full analysis span regression · 6 months rolling