+112.1%
SOXL vs CAI
+26.5%
+85.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | 0.0% | -8.1% | -8.0% |
| 7D | +8.5% | -5.1% | +13.5% | +9.3% |
| 30D | -13.0% | +3.9% | -16.9% | -13.4% |
| 3M | -35.9% | +40.1% | -76.0% | -39.5% |
| 6M | +112.1% | +29.7% | +82.4% | +90.6% |
| All | +112.1% | +26.5% | +85.5% | +90.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling