+7,449.0%
SPXL vs CP
+1,079.2%
+6,369.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +2.8% |
| 7D | -8.7% | +2.8% | -11.5% | -11.8% |
| 30D | -16.9% | +10.2% | -27.1% | -26.9% |
| 3M | -15.2% | +2.4% | -17.5% | -18.5% |
| 6M | -5.5% | +7.7% | -13.2% | -16.1% |
| YTD | +12.4% | +26.0% | -13.5% | -19.9% |
| 1Y | +16.9% | +34.6% | -17.7% | -23.6% |
| 3Y | +211.8% | +26.7% | +185.1% | +115.5% |
| 5Y | +85.6% | +24.9% | +60.7% | +37.9% |
| 10Y | +1,159.4% | +258.6% | +900.8% | +197.3% |
| All | +7,449.0% | +1,079.2% | +6,369.8% | +197.4% |
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