+1,125.7%
SPXL vs CPB
-40.8%
+1,166.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.7% |
| 7D | +9.6% | -5.8% | +15.4% | +11.6% |
| 30D | -9.8% | +16.5% | -26.2% | -14.5% |
| 3M | -9.1% | -1.1% | -8.0% | -9.6% |
| 6M | +1.1% | +11.5% | -10.3% | -4.5% |
| YTD | +22.3% | -15.7% | +38.1% | +26.9% |
| 1Y | +20.3% | -24.7% | +44.9% | +30.2% |
| 3Y | +229.0% | -37.3% | +266.3% | +269.3% |
| 5Y | +103.6% | -35.0% | +138.6% | +120.8% |
| All | +1,125.7% | -40.8% | +1,166.4% | +1,250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling