-50.5%
CPNG vs SPXL
+141.8%
-192.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.6% | +1.9% |
| 7D | -1.1% | -2.5% | +1.4% | +0.1% |
| 30D | -7.4% | -4.2% | -3.1% | -5.5% |
| 3M | -12.3% | +8.1% | -20.5% | -16.2% |
| 6M | -19.4% | +35.6% | -55.1% | -31.1% |
| YTD | -35.9% | +28.8% | -64.7% | -43.8% |
| 1Y | -53.4% | +39.8% | -93.2% | -61.0% |
| 3Y | -20.0% | +221.4% | -241.4% | -60.5% |
| All | -50.5% | +141.8% | -192.3% | -75.5% |
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 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