+264.4%
SOXL vs CPNG
-76.2%
+340.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.2% | +3.0% |
| 7D | +3.9% | -1.1% | +5.0% | +4.6% |
| 30D | -14.3% | -7.4% | -7.0% | -10.5% |
| 3M | -45.6% | -12.3% | -33.3% | -42.2% |
| 6M | +117.2% | -19.4% | +136.6% | +144.3% |
| YTD | +189.8% | -35.9% | +225.7% | +282.8% |
| 1Y | +317.7% | -53.4% | +371.1% | +607.1% |
| 3Y | +478.6% | -20.0% | +498.6% | +574.0% |
| 5Y | +169.5% | -49.6% | +219.1% | +252.9% |
| All | +264.4% | -76.2% | +340.6% | +375.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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