+246.3%
SOXL vs CPNG
-76.9%
+323.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.4% | -7.6% |
| 7D | +8.5% | -5.4% | +13.9% | +12.7% |
| 30D | -13.0% | -11.1% | -1.9% | -6.4% |
| 3M | -35.9% | -3.0% | -32.9% | -36.5% |
| 6M | +112.1% | -23.5% | +135.6% | +147.6% |
| YTD | +175.4% | -37.8% | +213.2% | +271.7% |
| 1Y | +304.9% | -54.3% | +359.2% | +594.8% |
| 3Y | +448.6% | -20.8% | +469.4% | +543.6% |
| 5Y | +156.1% | -51.1% | +207.2% | +242.7% |
| All | +246.3% | -76.9% | +323.2% | +362.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling