+110.4%
SPXL vs CRL
-12.2%
+122.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.4% |
| 7D | -3.8% | +5.0% | -8.8% | -6.3% |
| 30D | -8.8% | +13.5% | -22.3% | -16.0% |
| 3M | -7.4% | +21.5% | -28.9% | -18.4% |
| 6M | +1.8% | +103.4% | -101.7% | -35.7% |
| YTD | +23.6% | +71.8% | -48.2% | -15.1% |
| 1Y | +21.7% | +97.5% | -75.8% | -23.8% |
| 3Y | +232.4% | +99.2% | +133.2% | +80.1% |
| 5Y | +110.4% | -12.1% | +122.6% | +134.2% |
| All | +110.4% | -12.2% | +122.6% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling