+465.7%
SOXL vs CAI
-9.9%
+475.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +4.9% |
| 7D | +3.9% | -2.9% | +6.8% | +4.6% |
| 30D | -14.3% | +9.3% | -23.7% | -16.5% |
| 3M | -45.6% | +35.2% | -80.8% | -50.6% |
| 6M | +117.2% | +30.7% | +86.5% | +94.1% |
| YTD | +189.8% | -9.8% | +199.6% | +193.1% |
| 1Y | +317.7% | -28.9% | +346.6% | +342.8% |
| All | +465.7% | -9.9% | +475.5% | +477.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling