+8,010.4%
SPXL vs CRL
+874.0%
+7,136.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.5% |
| 7D | +7.4% | +0.1% | +7.3% | +7.4% |
| 30D | -7.8% | +11.9% | -19.7% | -17.9% |
| 3M | -11.9% | +20.2% | -32.1% | -27.0% |
| 6M | -1.7% | +107.5% | -109.3% | -51.9% |
| YTD | +20.8% | +69.4% | -48.6% | -32.2% |
| 1Y | +25.0% | +99.7% | -74.7% | -40.0% |
| 3Y | +226.1% | +98.8% | +127.4% | +26.8% |
| 5Y | +101.1% | -12.4% | +113.5% | +76.2% |
| 10Y | +1,112.6% | +352.9% | +759.7% | +102.0% |
| All | +8,010.4% | +874.0% | +7,136.4% | +463.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling