+572.5%
CNP vs SPXL
+7,152.3%
-6,579.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +2.5% | +9.6% | -7.1% | +0.1% |
| 30D | +4.0% | -9.8% | +13.8% | +6.1% |
| 3M | +1.6% | -9.1% | +10.7% | +3.3% |
| 6M | -1.7% | +1.1% | -2.8% | -3.4% |
| YTD | +8.6% | +22.3% | -13.7% | +0.9% |
| 1Y | +5.8% | +20.3% | -14.5% | -1.6% |
| 3Y | +63.0% | +229.0% | -166.0% | +10.1% |
| 5Y | +74.7% | +103.6% | -28.9% | +23.8% |
| 10Y | +143.7% | +1,127.6% | -983.8% | -6.5% |
| All | +572.5% | +7,152.3% | -6,579.8% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling