+8,196.4%
SPXL vs CPB
+5.1%
+8,191.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.7% |
| 7D | -3.8% | -4.1% | +0.3% | -1.4% |
| 30D | -8.8% | +16.9% | -25.7% | -18.4% |
| 3M | -7.4% | -0.6% | -6.9% | -9.2% |
| 6M | +1.8% | +11.4% | -9.6% | -9.4% |
| YTD | +23.6% | -14.8% | +38.4% | +29.3% |
| 1Y | +21.7% | -24.8% | +46.5% | +38.6% |
| 3Y | +232.4% | -36.6% | +269.0% | +295.9% |
| 5Y | +110.4% | -33.3% | +143.7% | +127.3% |
| 10Y | +1,140.4% | -40.4% | +1,180.8% | +1,220.9% |
| All | +8,196.4% | +5.1% | +8,191.3% | +3,182.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling