-49.0%
SOXL vs CAT
-24.0%
-25.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -2.6% |
| 7D | +60.3% | +9.3% | +51.0% | +25.8% |
| 30D | -48.6% | -21.5% | -27.1% | +17.2% |
| All | -49.0% | -24.0% | -25.0% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 1mo: compounded portfolio wealth divided by compounded CAT 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…
1mo analysis · Full analysis span regression · Available span rolling