+140.2%
SPXL vs CPB
-38.5%
+178.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.4% | -1.9% |
| 7D | +1.5% | -8.2% | +9.7% | +2.7% |
| 30D | -3.7% | -5.6% | +1.9% | -3.0% |
| 3M | +8.1% | +3.0% | +5.1% | +7.0% |
| 6M | +39.0% | -12.7% | +51.8% | +41.9% |
| YTD | +29.9% | -18.0% | +47.9% | +34.0% |
| 1Y | +46.6% | -31.7% | +78.3% | +57.8% |
| 3Y | +230.5% | -41.0% | +271.5% | +257.2% |
| 5Y | +140.2% | -38.4% | +178.5% | +159.8% |
| All | +140.2% | -38.5% | +178.7% | +159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling