+331.5%
SPXL vs CRBG
+117.3%
+214.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.3% |
| 7D | -2.5% | +0.6% | -3.1% | -3.0% |
| 30D | -4.2% | +2.6% | -6.9% | -6.4% |
| 3M | +8.1% | +24.0% | -15.9% | -10.1% |
| 6M | +35.6% | +50.5% | -14.9% | -5.0% |
| YTD | +28.8% | +17.1% | +11.7% | +10.2% |
| 1Y | +39.8% | +5.9% | +33.9% | +29.5% |
| 3Y | +221.4% | +122.7% | +98.7% | +55.3% |
| All | +331.5% | +117.3% | +214.2% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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