+8.3%
CNP vs SPXL
+52.0%
-43.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -1.8% | -0.9% | -1.0% | -1.9% |
| 3M | -4.6% | +2.0% | -6.7% | -4.3% |
| 6M | -8.8% | +33.5% | -42.4% | -8.2% |
| YTD | +5.2% | +32.2% | -26.9% | +6.0% |
| 1Y | +8.3% | +48.9% | -40.6% | +8.5% |
| All | +8.3% | +52.0% | -43.7% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 1y: compounded portfolio wealth divided by compounded SPXL 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…
1y analysis · Full analysis span regression · 6 months rolling