+8,010.4%
SPXL vs CPB
+7.3%
+8,003.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -3.2% |
| 7D | +7.4% | -1.6% | +9.0% | +8.3% |
| 30D | -7.8% | +19.2% | -27.0% | -18.6% |
| 3M | -11.9% | -0.9% | -11.0% | -13.4% |
| 6M | -1.7% | +15.2% | -17.0% | -14.5% |
| YTD | +20.8% | -13.1% | +33.9% | +24.7% |
| 1Y | +25.0% | -22.4% | +47.4% | +39.4% |
| 3Y | +226.1% | -35.3% | +261.4% | +283.1% |
| 5Y | +101.1% | -33.0% | +134.1% | +117.3% |
| 10Y | +1,112.6% | -39.2% | +1,151.7% | +1,173.9% |
| All | +8,010.4% | +7.3% | +8,003.1% | +3,065.1% |
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