+8,010.4%
SPXL vs CLX
+207.9%
+7,802.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -2.1% |
| 7D | +7.4% | +9.5% | -2.1% | 0.0% |
| 30D | -7.8% | +30.7% | -38.5% | -25.9% |
| 3M | -11.9% | +4.2% | -16.2% | -15.6% |
| 6M | -1.7% | +22.1% | -23.8% | -19.1% |
| YTD | +20.8% | +14.1% | +6.7% | +2.8% |
| 1Y | +25.0% | +10.3% | +14.7% | +9.0% |
| 3Y | +226.1% | -7.8% | +233.9% | +213.7% |
| 5Y | +101.1% | -20.8% | +121.9% | +106.6% |
| 10Y | +1,112.6% | +31.9% | +1,080.7% | +360.0% |
| All | +8,010.4% | +207.9% | +7,802.5% | +533.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling