+8,771.7%
SPXL vs CRL
+731.4%
+8,040.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | +0.2% |
| 7D | +0.1% | -1.0% | +1.1% | +0.9% |
| 30D | -0.9% | +10.7% | -11.5% | -9.7% |
| 3M | +2.0% | +55.3% | -53.3% | -32.8% |
| 6M | +33.5% | +60.7% | -27.1% | -18.2% |
| YTD | +32.2% | +44.6% | -12.5% | -12.6% |
| 1Y | +48.9% | +77.7% | -28.9% | -20.9% |
| 3Y | +222.9% | +37.6% | +185.2% | +81.7% |
| 5Y | +140.7% | -35.8% | +176.5% | +186.8% |
| 10Y | +1,192.7% | +241.7% | +950.9% | +186.0% |
| All | +8,771.7% | +731.4% | +8,040.3% | +626.0% |
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 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