+8,499.7%
SPXL vs CNI
+627.4%
+7,872.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.3% |
| 7D | -1.3% | +0.9% | -2.2% | -2.6% |
| 30D | -5.0% | -2.1% | -2.9% | -2.0% |
| 3M | +7.6% | +1.8% | +5.8% | +2.5% |
| 6M | +33.6% | +14.8% | +18.8% | +3.6% |
| YTD | +28.1% | +25.4% | +2.7% | -15.4% |
| 1Y | +43.6% | +32.9% | +10.7% | -14.6% |
| 3Y | +225.8% | +20.2% | +205.7% | +122.6% |
| 5Y | +140.1% | +12.2% | +127.9% | +96.2% |
| 10Y | +1,248.4% | +136.0% | +1,112.4% | +281.7% |
| All | +8,499.7% | +627.4% | +7,872.3% | +326.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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