+317.7%
SOXL vs CAI
-26.7%
+344.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +4.9% |
| 7D | +3.9% | -2.9% | +6.8% | +4.7% |
| 30D | -14.3% | +9.3% | -23.7% | -16.6% |
| 3M | -45.6% | +35.2% | -80.8% | -51.0% |
| 6M | +117.2% | +30.7% | +86.5% | +91.3% |
| YTD | +189.8% | -9.8% | +199.6% | +202.1% |
| 1Y | +317.7% | -28.9% | +346.6% | +380.7% |
| All | +317.7% | -26.7% | +344.5% | +380.7% |
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