+1,125.7%
SPXL vs CRL
+354.1%
+771.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | +9.6% | +8.9% | +0.7% | +2.2% |
| 30D | -9.8% | +14.0% | -23.7% | -19.8% |
| 3M | -9.1% | +19.8% | -28.9% | -23.1% |
| 6M | +1.1% | +102.0% | -100.9% | -46.1% |
| YTD | +22.3% | +70.8% | -48.5% | -27.8% |
| 1Y | +20.3% | +98.7% | -78.5% | -37.9% |
| 3Y | +229.0% | +98.2% | +130.8% | +38.6% |
| 5Y | +103.6% | -11.7% | +115.3% | +98.6% |
| All | +1,125.7% | +354.1% | +771.6% | +162.8% |
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