+7,886.5%
SPXL vs CP
+1,099.9%
+6,786.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -0.8% |
| 7D | -2.9% | +2.8% | -5.7% | -6.0% |
| 30D | -12.4% | +11.0% | -23.4% | -23.5% |
| 3M | -11.8% | +3.8% | -15.6% | -16.6% |
| 6M | -1.4% | +9.5% | -10.9% | -14.2% |
| YTD | +19.0% | +28.2% | -9.2% | -17.0% |
| 1Y | +18.0% | +33.0% | -15.0% | -21.5% |
| 3Y | +220.0% | +35.5% | +184.5% | +103.5% |
| 5Y | +102.6% | +25.8% | +76.8% | +49.4% |
| 10Y | +1,087.3% | +250.7% | +836.5% | +187.7% |
| All | +7,886.5% | +1,099.9% | +6,786.6% | +208.2% |
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