+219.6%
SPXL vs CRL
+38.7%
+181.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.0% |
| 7D | -1.3% | -4.6% | +3.3% | +0.8% |
| 30D | -5.0% | +0.5% | -5.5% | -5.3% |
| 3M | +7.6% | +46.6% | -39.0% | -10.5% |
| 6M | +33.6% | +57.3% | -23.7% | +6.0% |
| YTD | +28.1% | +39.5% | -11.4% | +7.1% |
| 1Y | +43.6% | +76.9% | -33.2% | +5.7% |
| All | +219.6% | +38.7% | +181.0% | +149.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling