+1,110.7%
SPXL vs CNH
+106.0%
+1,004.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | +7.4% | +3.0% | +4.4% | +4.4% |
| 30D | -7.8% | -0.6% | -7.2% | -8.1% |
| 3M | -11.9% | +14.6% | -26.6% | -25.2% |
| 6M | -1.7% | +11.8% | -13.5% | -17.0% |
| YTD | +20.8% | +30.4% | -9.6% | -13.7% |
| 1Y | +25.0% | +19.1% | +5.9% | -3.5% |
| 3Y | +226.1% | +30.2% | +196.0% | +116.3% |
| 5Y | +101.1% | -17.8% | +118.9% | +105.7% |
| All | +1,110.7% | +106.0% | +1,004.7% | +549.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling