+4,921.3%
SOXL vs CNP
+137.0%
+4,784.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.3% |
| 7D | +3.9% | -1.4% | +5.3% | +5.4% |
| 30D | -14.3% | -2.9% | -11.4% | -11.9% |
| 3M | -45.6% | -7.5% | -38.1% | -42.8% |
| 6M | +117.2% | -7.9% | +125.1% | +123.4% |
| YTD | +189.8% | +3.7% | +186.1% | +161.7% |
| 1Y | +317.7% | +4.6% | +313.1% | +268.1% |
| 3Y | +478.6% | +49.1% | +429.5% | +222.0% |
| 5Y | +169.5% | +69.2% | +100.3% | +35.5% |
| All | +4,921.3% | +137.0% | +4,784.3% | +1,695.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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