+8,771.7%
SPXL vs CP
+1,069.3%
+7,702.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.6% |
| 7D | +0.1% | -2.7% | +2.7% | +3.4% |
| 30D | -0.9% | +0.2% | -1.0% | -1.4% |
| 3M | +2.0% | +2.6% | -0.5% | -2.7% |
| 6M | +33.5% | +6.0% | +27.6% | +21.4% |
| YTD | +32.2% | +24.9% | +7.2% | -4.2% |
| 1Y | +48.9% | +20.1% | +28.8% | +13.0% |
| 3Y | +222.9% | +16.4% | +206.5% | +151.0% |
| 5Y | +140.7% | +31.7% | +109.0% | +67.9% |
| 10Y | +1,192.7% | +223.9% | +968.8% | +247.1% |
| All | +8,771.7% | +1,069.3% | +7,702.4% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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