+1,168.3%
SPXL vs CRL
+249.3%
+919.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.3% |
| 7D | -6.0% | -6.9% | +0.9% | -0.5% |
| 30D | -5.8% | -3.2% | -2.6% | -3.6% |
| 3M | +10.9% | +46.5% | -35.7% | -20.8% |
| 6M | +31.9% | +63.1% | -31.2% | -16.5% |
| YTD | +25.8% | +36.9% | -11.1% | -9.5% |
| 1Y | +39.8% | +78.1% | -38.4% | -21.8% |
| 3Y | +219.9% | +36.7% | +183.2% | +90.6% |
| 5Y | +141.1% | -38.1% | +179.2% | +225.4% |
| All | +1,168.3% | +249.3% | +919.0% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling