+71.4%
CNP vs SPXL
+140.6%
-69.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | +1.6% | +1.5% | +0.2% | +1.5% |
| 30D | -0.8% | -3.7% | +2.9% | -0.4% |
| 3M | -3.6% | +8.1% | -11.7% | -4.8% |
| 6M | -6.9% | +39.0% | -46.0% | -11.5% |
| YTD | +6.4% | +29.9% | -23.5% | +1.9% |
| 1Y | +9.9% | +46.6% | -36.7% | +3.1% |
| 3Y | +53.1% | +230.5% | -177.4% | +20.5% |
| All | +71.4% | +140.6% | -69.2% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling