+5,456.2%
SPXL vs CPAY
+1,532.9%
+3,923.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -2.5% | -2.0% | -0.6% | -0.7% |
| 30D | -4.2% | -0.4% | -3.9% | -4.1% |
| 3M | +8.1% | +16.4% | -8.2% | -8.3% |
| 6M | +35.6% | +23.5% | +12.1% | +6.2% |
| YTD | +28.8% | +35.7% | -6.9% | -11.5% |
| 1Y | +39.8% | +30.2% | +9.7% | -1.5% |
| 3Y | +221.4% | +49.7% | +171.7% | +96.2% |
| 5Y | +146.9% | +56.6% | +90.4% | +50.5% |
| 10Y | +1,255.8% | +153.8% | +1,102.0% | +493.3% |
| All | +5,456.2% | +1,532.9% | +3,923.3% | +435.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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