+21.7%
SPXL vs CPB
-23.3%
+45.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +3.7% |
| 7D | -3.8% | -4.1% | +0.3% | -4.4% |
| 30D | -8.8% | +16.9% | -25.7% | -6.2% |
| 3M | -7.4% | -0.6% | -6.9% | -6.7% |
| 6M | +1.8% | +11.4% | -9.6% | +4.4% |
| YTD | +23.6% | -14.8% | +38.4% | +21.8% |
| 1Y | +21.7% | -24.8% | +46.5% | +17.3% |
| All | +21.7% | -23.3% | +45.0% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling