-70.0%
CPNG vs SPXL
+257.4%
-327.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | -7.6% | -1.3% | -6.3% | -7.1% |
| 30D | -8.8% | -5.0% | -3.8% | -6.8% |
| 3M | -7.2% | +7.6% | -14.8% | -10.8% |
| 6M | -21.5% | +33.6% | -55.1% | -32.1% |
| YTD | -37.4% | +28.1% | -65.5% | -44.8% |
| 1Y | -54.3% | +43.6% | -98.0% | -62.0% |
| 3Y | -20.3% | +225.8% | -246.1% | -60.0% |
| 5Y | -51.2% | +140.1% | -191.3% | -74.8% |
| All | -70.0% | +257.4% | -327.5% | -84.6% |
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