+55.9%
SOXL vs CAI
+12.6%
+43.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.1% | -9.9% | -9.1% |
| 7D | -37.9% | -6.3% | -31.6% | -36.3% |
| 30D | -59.4% | +9.3% | -68.7% | -59.9% |
| 3M | -52.3% | +106.3% | -158.6% | -61.4% |
| 6M | -47.7% | +77.7% | -125.4% | -56.9% |
| YTD | +58.8% | +23.1% | +35.6% | +56.1% |
| 1Y | +55.9% | +6.5% | +49.4% | +60.3% |
| All | +55.9% | +12.6% | +43.3% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling