+132.5%
CNP vs SPXL
+1,239.4%
-1,106.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.2% |
| 7D | -2.2% | -6.0% | +3.8% | -0.7% |
| 30D | -2.1% | -5.8% | +3.7% | -0.7% |
| 3M | -7.9% | +10.9% | -18.8% | -10.7% |
| 6M | -8.3% | +31.9% | -40.2% | -15.6% |
| YTD | +3.8% | +25.8% | -22.0% | -3.7% |
| 1Y | +5.9% | +39.8% | -33.9% | -4.9% |
| 3Y | +49.3% | +219.9% | -170.6% | +0.1% |
| 5Y | +69.3% | +141.1% | -71.8% | +12.8% |
| All | +132.5% | +1,239.4% | -1,106.9% | -20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling