+112.1%
SOXL vs CPNG
-22.1%
+134.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.4% | -7.7% |
| 7D | +8.5% | -5.4% | +13.9% | +11.2% |
| 30D | -13.0% | -11.1% | -1.9% | -8.4% |
| 3M | -35.9% | -3.0% | -32.9% | -38.5% |
| 6M | +112.1% | -23.5% | +135.6% | +109.8% |
| All | +112.1% | -22.1% | +134.1% | +109.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling